-89.3%
SQQQ vs OTIS
-12.3%
-77.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -1.3% |
| 7D | +1.8% | -3.0% | +4.8% | -0.2% |
| 30D | +4.2% | -6.0% | +10.2% | -0.2% |
| 3M | -3.3% | -0.9% | -2.4% | -3.6% |
| 6M | -43.6% | -17.3% | -26.3% | -51.1% |
| YTD | -41.9% | -19.6% | -22.3% | -50.6% |
| 1Y | -50.6% | -21.0% | -29.6% | -58.8% |
| 3Y | -89.3% | -12.1% | -77.2% | -86.4% |
| All | -89.3% | -12.3% | -77.0% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling