-100.0%
SQQQ vs RBA
+207.2%
-307.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +4.5% |
| 7D | -11.0% | +1.7% | -12.7% | -9.5% |
| 30D | +17.9% | +8.3% | +9.6% | +25.6% |
| 3M | +19.5% | +10.5% | +8.9% | +29.5% |
| 6M | +4.2% | -5.9% | +10.1% | -0.1% |
| YTD | -35.6% | -6.9% | -28.7% | -37.2% |
| 1Y | -37.7% | -4.9% | -32.8% | -37.8% |
| 3Y | -88.0% | +64.5% | -152.5% | -78.3% |
| 5Y | -93.1% | +46.1% | -139.2% | -86.4% |
| All | -100.0% | +207.2% | -307.1% | -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