-89.3%
SQQQ vs OKE
+72.4%
-161.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.2% |
| 7D | +1.8% | +1.2% | +0.6% | +2.4% |
| 30D | +4.2% | +4.5% | -0.3% | +6.3% |
| 3M | -3.3% | +9.6% | -12.9% | +0.2% |
| 6M | -43.6% | +15.4% | -59.0% | -39.9% |
| YTD | -41.9% | +36.5% | -78.3% | -28.8% |
| 1Y | -50.6% | +39.0% | -89.6% | -38.6% |
| 3Y | -89.3% | +74.3% | -163.6% | -84.0% |
| All | -89.3% | +72.4% | -161.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 3y: compounded portfolio wealth divided by compounded OKE 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…
3y analysis · Full analysis span regression · 6 months rolling