-100.0%
SQQQ vs RCL
+346.0%
-446.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.3% |
| 7D | +1.8% | -1.9% | +3.7% | +0.7% |
| 30D | +4.2% | -15.5% | +19.7% | -5.4% |
| 3M | -3.3% | -9.7% | +6.4% | -7.7% |
| 6M | -43.6% | -8.7% | -34.9% | -43.7% |
| YTD | -41.9% | -5.8% | -36.1% | -39.8% |
| 1Y | -50.6% | -24.5% | -26.2% | -54.7% |
| 3Y | -89.3% | +173.9% | -263.2% | -74.6% |
| 5Y | -94.8% | +228.0% | -322.8% | -80.5% |
| All | -100.0% | +346.0% | -446.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling