-84.9%
SQQQ vs RBRK
+124.5%
-209.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -3.7% |
| 7D | +1.8% | -7.5% | +9.3% | -1.7% |
| 30D | +4.2% | -10.4% | +14.6% | +0.5% |
| 3M | -3.3% | +21.3% | -24.6% | +9.4% |
| 6M | -43.6% | +50.6% | -94.3% | -27.2% |
| YTD | -41.9% | +13.3% | -55.2% | -33.9% |
| 1Y | -50.6% | +11.2% | -61.9% | -42.7% |
| All | -84.9% | +124.5% | -209.4% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 all: compounded portfolio wealth divided by compounded RBRK 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…
all analysis · Full analysis span regression · 6 months rolling