-50.6%
SQQQ vs ROL
-37.8%
-12.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +1.8% | -3.2% | +5.0% | +2.4% |
| 30D | +4.2% | -4.9% | +9.1% | +5.1% |
| 3M | -3.3% | -25.8% | +22.5% | +0.7% |
| 6M | -43.6% | -37.6% | -6.1% | -41.4% |
| YTD | -41.9% | -41.5% | -0.4% | -41.0% |
| 1Y | -50.6% | -39.5% | -11.2% | -51.6% |
| All | -50.6% | -37.8% | -12.9% | -51.6% |
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