-99.7%
SQQQ vs OTIS
+91.3%
-191.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -0.7% |
| 7D | +1.8% | -3.0% | +4.8% | -1.2% |
| 30D | +4.2% | -6.0% | +10.2% | -2.4% |
| 3M | -3.3% | -0.9% | -2.4% | -4.3% |
| 6M | -43.6% | -17.3% | -26.3% | -53.9% |
| YTD | -41.9% | -19.6% | -22.3% | -54.1% |
| 1Y | -50.6% | -21.0% | -29.6% | -61.9% |
| 3Y | -89.3% | -12.1% | -77.2% | -89.4% |
| 5Y | -94.8% | -17.1% | -77.7% | -93.2% |
| All | -99.7% | +91.3% | -191.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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