-89.3%
SQQQ vs ROK
+51.1%
-140.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -0.9% |
| 7D | +1.8% | -1.2% | +3.1% | +0.6% |
| 30D | +4.2% | -4.8% | +9.0% | -0.5% |
| 3M | -3.3% | -6.1% | +2.8% | -7.4% |
| 6M | -43.6% | +15.5% | -59.1% | -31.1% |
| YTD | -41.9% | +11.2% | -53.1% | -30.4% |
| 1Y | -50.6% | +23.8% | -74.5% | -32.6% |
| 3Y | -89.3% | +53.1% | -142.4% | -75.9% |
| All | -89.3% | +51.1% | -140.4% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling