-36.0%
SQQQ vs ROP
+10.1%
-46.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -4.3% |
| 7D | +14.6% | +11.7% | +2.9% | +9.9% |
| 30D | +28.9% | +35.5% | -6.6% | +16.5% |
| 3M | +13.1% | +25.3% | -12.2% | +4.0% |
| 6M | -15.2% | +38.9% | -54.1% | -24.5% |
| YTD | -37.0% | +11.4% | -48.3% | -45.7% |
| 1Y | -36.0% | +10.3% | -46.3% | -45.3% |
| All | -36.0% | +10.1% | -46.1% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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