-100.0%
SQQQ vs RIO
+437.7%
-537.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.5% | -0.6% |
| 7D | +4.1% | -3.4% | +7.4% | +1.0% |
| 30D | +4.6% | +0.6% | +4.0% | +5.3% |
| 3M | -10.4% | +2.5% | -13.0% | -6.2% |
| 6M | -42.1% | +10.8% | -52.9% | -32.5% |
| YTD | -40.3% | +30.5% | -70.8% | -18.1% |
| 1Y | -50.2% | +68.1% | -118.3% | -12.3% |
| 3Y | -89.4% | +94.0% | -183.4% | -75.9% |
| 5Y | -94.7% | +92.0% | -186.7% | -85.7% |
| 10Y | -100.0% | +589.0% | -689.0% | -99.5% |
| All | -100.0% | +437.7% | -537.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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