-97.4%
SQQQ vs RDW
-0.7%
-96.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -3.2% |
| 7D | +1.8% | +0.9% | +1.0% | +2.1% |
| 30D | +4.2% | -21.3% | +25.4% | -2.2% |
| 3M | -3.3% | -37.9% | +34.6% | -11.3% |
| 6M | -43.6% | +12.3% | -55.9% | -34.0% |
| YTD | -41.9% | +39.7% | -81.6% | -23.8% |
| 1Y | -50.6% | +25.7% | -76.3% | -34.4% |
| 3Y | -89.3% | +230.8% | -320.1% | -72.1% |
| 5Y | -94.8% | -8.8% | -86.0% | -86.4% |
| All | -97.4% | -0.7% | -96.6% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling