-89.3%
SQQQ vs RL
+202.0%
-291.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.0% |
| 7D | +1.8% | -3.4% | +5.3% | -1.1% |
| 30D | +4.2% | -14.4% | +18.6% | -8.6% |
| 3M | -3.3% | -13.6% | +10.3% | -13.6% |
| 6M | -43.6% | +0.6% | -44.2% | -40.5% |
| YTD | -41.9% | -3.6% | -38.3% | -40.3% |
| 1Y | -50.6% | +8.3% | -59.0% | -42.3% |
| 3Y | -89.3% | +204.8% | -294.1% | -66.5% |
| All | -89.3% | +202.0% | -291.3% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling