-94.8%
SQQQ vs OXY
+160.1%
-254.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.4% |
| 7D | +1.8% | +2.8% | -1.0% | +2.9% |
| 30D | +4.2% | +5.5% | -1.3% | +6.2% |
| 3M | -3.3% | +11.3% | -14.6% | +0.1% |
| 6M | -43.6% | +11.6% | -55.2% | -41.9% |
| YTD | -41.9% | +51.6% | -93.4% | -30.1% |
| 1Y | -50.6% | +36.2% | -86.8% | -43.6% |
| 3Y | -89.3% | +1.7% | -91.0% | -88.0% |
| All | -94.8% | +160.1% | -254.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling