-100.0%
SQQQ vs KO
+184.8%
-284.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.0% |
| 7D | +1.8% | +0.2% | +1.6% | +2.1% |
| 30D | +4.2% | +1.8% | +2.3% | +6.2% |
| 3M | -3.3% | +7.7% | -10.9% | +3.7% |
| 6M | -43.6% | +15.3% | -58.9% | -34.9% |
| YTD | -41.9% | +28.0% | -69.9% | -23.3% |
| 1Y | -50.6% | +34.3% | -84.9% | -31.2% |
| 3Y | -89.3% | +63.8% | -153.1% | -79.9% |
| 5Y | -94.8% | +84.1% | -178.9% | -86.4% |
| All | -100.0% | +184.8% | -284.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 10y: compounded portfolio wealth divided by compounded KO 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…
10y analysis · Full analysis span regression · 6 months rolling