-36.0%
SQQQ vs RNG
+179.4%
-215.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +14.6% | -9.6% | +24.1% | +13.4% |
| 30D | +28.9% | -1.4% | +30.3% | +28.9% |
| 3M | +13.1% | +28.8% | -15.6% | +15.5% |
| 6M | -15.2% | +65.6% | -80.8% | -13.0% |
| YTD | -37.0% | +171.4% | -208.4% | -28.5% |
| 1Y | -36.0% | +185.3% | -221.3% | -20.2% |
| All | -36.0% | +179.4% | -215.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling