-100.0%
SQQQ vs RNG
+222.9%
-322.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -6.1% | +7.9% | -1.7% |
| 30D | +4.2% | +9.6% | -5.5% | +10.3% |
| 3M | -3.3% | +83.3% | -86.6% | +38.4% |
| 6M | -43.6% | +77.9% | -121.6% | -18.8% |
| YTD | -41.9% | +139.9% | -181.8% | +4.1% |
| 1Y | -50.6% | +121.7% | -172.3% | -14.2% |
| 3Y | -89.3% | +121.9% | -211.2% | -76.3% |
| 5Y | -94.8% | -68.4% | -26.4% | -94.4% |
| All | -100.0% | +222.9% | -322.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling