-89.3%
SQQQ vs ROL
-0.9%
-88.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.4% |
| 7D | +1.8% | -3.2% | +5.0% | +0.9% |
| 30D | +4.2% | -4.9% | +9.1% | +2.6% |
| 3M | -3.3% | -25.8% | +22.5% | -12.4% |
| 6M | -43.6% | -37.6% | -6.1% | -52.7% |
| YTD | -41.9% | -41.5% | -0.4% | -52.4% |
| 1Y | -50.6% | -39.5% | -11.2% | -59.3% |
| 3Y | -89.3% | +0.1% | -89.4% | -88.4% |
| All | -89.3% | -0.9% | -88.4% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling