-53.5%
SQQQ vs ROL
-35.4%
-18.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -0.3% | -4.1% | +3.8% | +0.3% |
| 3M | +2.7% | -22.5% | +25.2% | +6.0% |
| 6M | -43.8% | -37.7% | -6.2% | -42.0% |
| YTD | -42.9% | -39.6% | -3.3% | -42.6% |
| 1Y | -53.5% | -36.0% | -17.5% | -55.0% |
| All | -53.5% | -35.4% | -18.1% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling