-100.0%
SQQQ vs RGEN
+4,783.1%
-4,883.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | -0.2% |
| 7D | -2.7% | -4.6% | +1.9% | -5.0% |
| 30D | +2.4% | +1.2% | +1.3% | +3.3% |
| 3M | -8.0% | +26.8% | -34.8% | +5.0% |
| 6M | -43.9% | +29.1% | -73.0% | -33.9% |
| YTD | -42.2% | +0.7% | -43.0% | -39.5% |
| 1Y | -51.8% | +39.1% | -90.8% | -39.0% |
| 3Y | -89.7% | +2.2% | -92.0% | -86.3% |
| 5Y | -94.7% | -44.0% | -50.7% | -92.8% |
| 10Y | -100.0% | +412.7% | -512.7% | -99.8% |
| All | -100.0% | +4,783.1% | -4,883.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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