-100.0%
SQQQ vs ROL
+1,058.1%
-1,158.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | -0.5% |
| 7D | -2.7% | -3.3% | +0.6% | -6.4% |
| 30D | +2.4% | -7.2% | +9.6% | -6.5% |
| 3M | -8.0% | -27.0% | +19.0% | -37.3% |
| 6M | -43.9% | -39.5% | -4.4% | -69.6% |
| YTD | -42.2% | -41.8% | -0.4% | -70.1% |
| 1Y | -51.8% | -38.9% | -12.9% | -73.8% |
| 3Y | -89.7% | -0.4% | -89.3% | -88.7% |
| 5Y | -94.7% | -4.2% | -90.5% | -93.4% |
| 10Y | -100.0% | +208.2% | -308.2% | -99.6% |
| All | -100.0% | +1,058.1% | -1,158.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling