-36.0%
SQQQ vs RBA
-2.0%
-34.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -2.1% |
| 7D | +14.6% | +12.7% | +1.9% | +19.1% |
| 30D | +28.9% | +15.5% | +13.3% | +35.1% |
| 3M | +13.1% | -14.0% | +27.2% | +3.7% |
| 6M | -15.2% | -8.8% | -6.4% | -18.5% |
| YTD | -37.0% | -6.9% | -30.1% | -35.4% |
| 1Y | -36.0% | -3.0% | -33.0% | -32.4% |
| All | -36.0% | -2.0% | -34.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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