-22.1%
SQQQ vs OXY
+43.4%
-65.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.7% | +20.9% | +20.0% |
| 7D | +31.0% | -10.6% | +41.5% | +38.0% |
| 30D | +55.7% | -3.4% | +59.0% | +57.7% |
| 3M | +31.2% | +5.2% | +26.0% | +26.8% |
| 6M | +5.1% | -4.1% | +9.2% | +5.7% |
| YTD | -24.9% | +39.0% | -63.8% | -27.5% |
| 1Y | -22.1% | +44.6% | -66.7% | -26.6% |
| All | -22.1% | +43.4% | -65.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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