-100.0%
SQQQ vs ROP
+135.6%
-235.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.8% | -4.6% | +6.4% | -5.1% |
| 30D | +4.2% | -1.7% | +5.9% | +1.5% |
| 3M | -3.3% | +17.1% | -20.3% | +18.1% |
| 6M | -43.6% | +10.9% | -54.5% | -38.1% |
| YTD | -41.9% | -12.1% | -29.8% | -57.7% |
| 1Y | -50.6% | -24.2% | -26.4% | -72.7% |
| 3Y | -89.3% | -20.4% | -68.9% | -92.1% |
| 5Y | -94.8% | -15.4% | -79.4% | -94.0% |
| All | -100.0% | +135.6% | -235.6% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling