-36.0%
SQQQ vs OMC
+24.5%
-60.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -3.0% |
| 7D | +14.6% | +12.5% | +2.0% | +13.9% |
| 30D | +28.9% | +16.3% | +12.6% | +28.4% |
| 3M | +13.1% | +8.1% | +5.1% | +12.5% |
| 6M | -15.2% | +17.2% | -32.4% | -15.4% |
| YTD | -37.0% | +11.8% | -48.7% | -36.5% |
| 1Y | -36.0% | +23.9% | -59.9% | -35.1% |
| All | -36.0% | +24.5% | -60.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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