-94.7%
SQQQ vs RBA
+36.6%
-131.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +2.5% |
| 7D | +4.1% | -3.3% | +7.3% | +1.4% |
| 30D | +4.6% | -9.8% | +14.4% | -3.5% |
| 3M | -10.4% | -23.5% | +13.0% | -26.4% |
| 6M | -42.1% | -21.5% | -20.6% | -50.8% |
| YTD | -40.3% | -21.2% | -19.2% | -48.3% |
| 1Y | -50.2% | -30.2% | -20.0% | -61.0% |
| 3Y | -89.4% | +25.3% | -114.7% | -84.9% |
| 5Y | -94.7% | +35.1% | -129.8% | -89.5% |
| All | -94.7% | +36.6% | -131.2% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling