-22.1%
SQQQ vs RDW
-11.3%
-10.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -19.8% | +39.0% | +13.7% |
| 7D | +31.0% | -32.4% | +63.4% | +20.1% |
| 30D | +55.7% | -41.7% | +97.4% | +38.7% |
| 3M | +31.2% | -42.3% | +73.5% | +18.1% |
| 6M | +5.1% | -28.8% | +33.8% | +5.9% |
| YTD | -24.9% | -18.6% | -6.3% | -17.9% |
| 1Y | -22.1% | -15.2% | -6.9% | -12.0% |
| All | -22.1% | -11.3% | -10.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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