-100.0%
SQQQ vs OXY
+29.6%
-129.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.4% |
| 7D | +4.1% | +1.4% | +2.7% | +4.8% |
| 30D | +4.6% | +4.0% | +0.6% | +6.7% |
| 3M | -10.4% | +7.6% | -18.0% | -7.7% |
| 6M | -42.1% | +16.2% | -58.3% | -38.5% |
| YTD | -40.3% | +50.8% | -91.2% | -26.5% |
| 1Y | -50.2% | +34.7% | -84.9% | -42.2% |
| 3Y | -89.4% | -1.0% | -88.4% | -88.5% |
| 5Y | -94.7% | +163.2% | -257.8% | -88.3% |
| 10Y | -100.0% | +5.5% | -105.5% | -99.9% |
| All | -100.0% | +29.6% | -129.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling