-94.7%
SQQQ vs RL
+223.8%
-318.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.6% |
| 7D | +4.1% | -2.2% | +6.3% | +1.8% |
| 30D | +4.6% | -15.3% | +20.0% | -11.4% |
| 3M | -10.4% | -10.3% | -0.1% | -18.4% |
| 6M | -42.1% | -2.2% | -39.9% | -40.6% |
| YTD | -40.3% | -4.3% | -36.0% | -39.5% |
| 1Y | -50.2% | +8.9% | -59.1% | -40.8% |
| 3Y | -89.4% | +201.4% | -290.8% | -49.4% |
| 5Y | -94.7% | +230.6% | -325.2% | -57.4% |
| All | -94.7% | +223.8% | -318.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling