-100.0%
SQQQ vs RBA
+206.5%
-306.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | +0.6% |
| 7D | +1.8% | +0.1% | +1.7% | +2.0% |
| 30D | +4.2% | -2.9% | +7.1% | +1.7% |
| 3M | -3.3% | -20.9% | +17.6% | -19.7% |
| 6M | -43.6% | -17.7% | -26.0% | -50.9% |
| YTD | -41.9% | -18.2% | -23.7% | -48.8% |
| 1Y | -50.6% | -29.1% | -21.5% | -61.6% |
| 3Y | -89.3% | +29.5% | -118.8% | -84.1% |
| 5Y | -94.8% | +40.2% | -135.0% | -89.9% |
| All | -100.0% | +206.5% | -306.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling