-89.3%
SQQQ vs RMBS
+55.3%
-144.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.4% |
| 7D | +1.8% | +1.8% | 0.0% | +3.0% |
| 30D | +4.2% | -13.9% | +18.1% | -4.5% |
| 3M | -3.3% | -39.8% | +36.5% | -24.1% |
| 6M | -43.6% | -6.0% | -37.6% | -34.9% |
| YTD | -41.9% | -5.4% | -36.5% | -29.5% |
| 1Y | -50.6% | -1.8% | -48.8% | -34.1% |
| 3Y | -89.3% | +53.7% | -143.0% | -67.5% |
| All | -89.3% | +55.3% | -144.6% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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