-88.0%
SQQQ vs RBA
+63.1%
-151.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +4.3% |
| 7D | -11.0% | +1.7% | -12.7% | -9.8% |
| 30D | +17.9% | +8.3% | +9.6% | +23.8% |
| 3M | +19.5% | +10.5% | +8.9% | +27.2% |
| 6M | +4.2% | -5.9% | +10.1% | +0.6% |
| YTD | -35.6% | -6.9% | -28.7% | -36.4% |
| 1Y | -37.7% | -4.9% | -32.8% | -37.0% |
| 3Y | -88.0% | +64.5% | -152.5% | -82.7% |
| All | -88.0% | +63.1% | -151.2% | -82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling