-36.0%
SQQQ vs RL
+34.3%
-70.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -0.3% |
| 7D | +14.6% | +5.8% | +8.8% | +18.3% |
| 30D | +28.9% | +12.7% | +16.1% | +38.1% |
| 3M | +13.1% | +9.3% | +3.8% | +19.4% |
| 6M | -15.2% | +16.9% | -32.1% | -6.0% |
| YTD | -37.0% | +17.5% | -54.4% | -25.8% |
| 1Y | -36.0% | +34.6% | -70.6% | -12.1% |
| All | -36.0% | +34.3% | -70.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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