-100.0%
SQQQ vs RL
+481.7%
-581.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | -0.6% |
| 7D | -4.2% | +1.9% | -6.0% | -2.6% |
| 30D | +2.4% | -12.2% | +14.6% | -7.9% |
| 3M | -5.7% | -6.6% | +1.0% | -9.5% |
| 6M | -46.6% | +3.2% | -49.7% | -42.7% |
| YTD | -42.7% | -1.3% | -41.4% | -40.2% |
| 1Y | -52.6% | +13.6% | -66.2% | -43.4% |
| 3Y | -89.8% | +210.9% | -300.7% | -65.1% |
| 5Y | -94.7% | +246.9% | -341.6% | -72.9% |
| 10Y | -100.0% | +310.1% | -410.1% | -99.7% |
| All | -100.0% | +481.7% | -581.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling