-100.0%
SQQQ vs ON
+820.6%
-920.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.7% |
| 7D | -2.7% | -1.9% | -0.8% | -4.1% |
| 30D | +2.4% | -11.0% | +13.4% | -6.6% |
| 3M | -8.0% | -39.3% | +31.3% | -33.9% |
| 6M | -43.9% | +19.8% | -63.8% | -22.6% |
| YTD | -42.2% | +31.1% | -73.3% | -12.4% |
| 1Y | -51.8% | +46.0% | -97.8% | -16.4% |
| 3Y | -89.7% | -27.5% | -62.2% | -85.7% |
| 5Y | -94.7% | +56.9% | -151.6% | -73.6% |
| 10Y | -100.0% | +591.8% | -691.8% | -98.5% |
| All | -100.0% | +820.6% | -920.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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