-36.0%
SQQQ vs O
+8.1%
-44.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -5.7% |
| 7D | +14.6% | +5.8% | +8.7% | +8.2% |
| 30D | +28.9% | +10.7% | +18.2% | +17.2% |
| 3M | +13.1% | -4.5% | +17.6% | +17.9% |
| 6M | -15.2% | -4.1% | -11.1% | -12.6% |
| YTD | -37.0% | +9.8% | -46.8% | -42.2% |
| 1Y | -36.0% | +11.3% | -47.3% | -40.8% |
| All | -36.0% | +8.1% | -44.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling