-100.0%
SQQQ vs ROK
+1,099.6%
-1,199.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | 0.0% |
| 7D | -2.7% | +0.2% | -2.9% | -2.4% |
| 30D | +2.4% | -1.8% | +4.2% | +0.4% |
| 3M | -8.0% | -7.2% | -0.8% | -13.9% |
| 6M | -43.9% | +14.2% | -58.1% | -29.9% |
| YTD | -42.2% | +10.6% | -52.8% | -29.4% |
| 1Y | -51.8% | +25.9% | -77.7% | -29.0% |
| 3Y | -89.7% | +50.8% | -140.5% | -75.6% |
| 5Y | -94.7% | +47.0% | -141.7% | -81.9% |
| 10Y | -100.0% | +354.9% | -454.9% | -99.1% |
| All | -100.0% | +1,099.6% | -1,199.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling