-37.7%
SQQQ vs RBA
-5.8%
-31.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +4.1% |
| 7D | -11.0% | +1.7% | -12.7% | -10.4% |
| 30D | +17.9% | +8.3% | +9.6% | +20.6% |
| 3M | +19.5% | +10.5% | +8.9% | +23.0% |
| 6M | +4.2% | -5.9% | +10.1% | +2.4% |
| YTD | -35.6% | -6.9% | -28.7% | -33.1% |
| 1Y | -37.7% | -4.9% | -32.8% | -34.0% |
| All | -37.7% | -5.8% | -31.9% | -34.0% |
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