-100.0%
SQQQ vs ROK
+357.9%
-457.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -0.6% |
| 7D | +1.8% | -1.2% | +3.1% | +0.4% |
| 30D | +4.2% | -4.8% | +9.0% | -1.5% |
| 3M | -3.3% | -6.1% | +2.8% | -8.6% |
| 6M | -43.6% | +15.5% | -59.1% | -28.6% |
| YTD | -41.9% | +11.2% | -53.1% | -28.6% |
| 1Y | -50.6% | +23.8% | -74.5% | -29.0% |
| 3Y | -89.3% | +53.1% | -142.4% | -74.1% |
| 5Y | -94.8% | +48.3% | -143.1% | -81.8% |
| All | -100.0% | +357.9% | -457.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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