-100.0%
SQQQ vs JD
+46.5%
-146.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +4.6% |
| 7D | -11.0% | -4.1% | -6.9% | -13.4% |
| 30D | +17.9% | +4.6% | +13.3% | +20.6% |
| 3M | +19.5% | -4.7% | +24.2% | +15.7% |
| 6M | +4.2% | -17.4% | +21.5% | -7.3% |
| YTD | -35.6% | +0.7% | -36.3% | -34.0% |
| 1Y | -37.7% | -5.9% | -31.8% | -38.5% |
| 3Y | -88.0% | +18.9% | -106.9% | -83.9% |
| 5Y | -93.1% | -62.9% | -30.2% | -94.1% |
| 10Y | -100.0% | +32.5% | -132.5% | -99.8% |
| All | -100.0% | +46.5% | -146.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling