-100.0%
SQQQ vs RNG
+302.4%
-402.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +2.8% |
| 7D | +4.1% | -9.6% | +13.7% | -1.5% |
| 30D | +4.6% | +8.8% | -4.2% | +10.2% |
| 3M | -10.4% | +78.6% | -89.0% | +24.7% |
| 6M | -42.1% | +70.3% | -112.4% | -19.5% |
| YTD | -40.3% | +140.3% | -180.7% | +5.0% |
| 1Y | -50.2% | +126.6% | -176.8% | -13.7% |
| 3Y | -89.4% | +120.2% | -209.6% | -77.2% |
| 5Y | -94.7% | -68.3% | -26.4% | -93.8% |
| 10Y | -100.0% | +220.6% | -320.6% | -99.8% |
| All | -100.0% | +302.4% | -402.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling