-53.5%
SQQQ vs RCL
-23.9%
-29.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.5% |
| 7D | -0.9% | -5.1% | +4.2% | -3.0% |
| 30D | -0.3% | -19.0% | +18.7% | -8.5% |
| 3M | +2.7% | -9.6% | +12.3% | +0.2% |
| 6M | -43.8% | -6.7% | -37.1% | -42.8% |
| YTD | -42.9% | -3.9% | -39.0% | -41.5% |
| 1Y | -53.5% | -25.1% | -28.4% | -52.6% |
| All | -53.5% | -23.9% | -29.6% | -52.6% |
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