-100.0%
SQQQ vs JD
+45.3%
-145.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | -0.9% |
| 7D | -4.2% | -0.8% | -3.4% | -4.6% |
| 30D | +2.4% | -16.0% | +18.5% | -7.8% |
| 3M | -5.7% | -3.2% | -2.5% | -7.4% |
| 6M | -46.6% | +6.1% | -52.6% | -43.7% |
| YTD | -42.7% | -0.1% | -42.6% | -41.4% |
| 1Y | -52.6% | -12.7% | -39.9% | -54.5% |
| 3Y | -89.8% | -6.3% | -83.5% | -88.1% |
| 5Y | -94.7% | -61.3% | -33.4% | -95.2% |
| 10Y | -100.0% | +17.6% | -117.6% | -99.9% |
| All | -100.0% | +45.3% | -145.2% | -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