-36.0%
SQQQ vs RCL
+27.6%
-63.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.4% | -9.2% | 0.0% |
| 7D | +14.6% | +11.7% | +2.9% | +20.2% |
| 30D | +28.9% | +21.1% | +7.7% | +40.8% |
| 3M | +13.1% | +2.9% | +10.2% | +14.9% |
| 6M | -15.2% | +29.8% | -45.0% | -2.5% |
| YTD | -37.0% | +21.4% | -58.4% | -27.4% |
| 1Y | -36.0% | +32.0% | -68.0% | -23.9% |
| All | -36.0% | +27.6% | -63.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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