-100.0%
SQQQ vs RL
+549.0%
-649.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +2.8% |
| 7D | -11.0% | +2.6% | -13.6% | -8.6% |
| 30D | +17.9% | +2.9% | +15.0% | +22.9% |
| 3M | +19.5% | 0.0% | +19.5% | +22.0% |
| 6M | +4.2% | +17.1% | -12.9% | +23.3% |
| YTD | -35.6% | +10.1% | -45.7% | -25.0% |
| 1Y | -37.7% | +17.3% | -55.0% | -23.2% |
| 3Y | -88.0% | +249.3% | -337.4% | -54.4% |
| 5Y | -93.1% | +240.9% | -334.0% | -64.6% |
| 10Y | -100.0% | +337.3% | -437.2% | -99.6% |
| All | -100.0% | +549.0% | -649.0% | -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