-100.0%
SQQQ vs RCL
+1,183.9%
-1,283.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.4% |
| 30D | +2.4% | -17.3% | +19.8% | -9.4% |
| 3M | -5.7% | -2.8% | -2.9% | -5.5% |
| 6M | -46.6% | -4.4% | -42.2% | -45.0% |
| YTD | -42.7% | -4.2% | -38.5% | -40.0% |
| 1Y | -52.6% | -23.4% | -29.2% | -56.8% |
| 3Y | -89.8% | +179.4% | -269.2% | -72.4% |
| 5Y | -94.7% | +238.8% | -333.4% | -75.8% |
| 10Y | -100.0% | +350.2% | -450.2% | -99.6% |
| All | -100.0% | +1,183.9% | -1,283.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling