-50.6%
SQQQ vs RL
+8.8%
-59.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.1% |
| 7D | +1.8% | -3.4% | +5.3% | -0.3% |
| 30D | +4.2% | -14.4% | +18.6% | -5.4% |
| 3M | -3.3% | -13.6% | +10.3% | -10.9% |
| 6M | -43.6% | +0.6% | -44.2% | -40.3% |
| YTD | -41.9% | -3.6% | -38.3% | -39.3% |
| 1Y | -50.6% | +8.3% | -59.0% | -41.2% |
| All | -50.6% | +8.8% | -59.4% | -41.2% |
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