-100.0%
SQQQ vs ROP
+748.1%
-848.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | -4.2% |
| 7D | -4.2% | -5.4% | +1.3% | -12.3% |
| 30D | +2.4% | -1.6% | +4.1% | -0.4% |
| 3M | -5.7% | +18.8% | -24.5% | +18.6% |
| 6M | -46.6% | +8.2% | -54.8% | -43.7% |
| YTD | -42.7% | -10.5% | -32.2% | -57.0% |
| 1Y | -52.6% | -23.7% | -28.8% | -73.4% |
| 3Y | -89.8% | -17.9% | -72.0% | -92.1% |
| 5Y | -94.7% | -15.3% | -79.4% | -94.0% |
| 10Y | -100.0% | +133.4% | -233.4% | -99.5% |
| All | -100.0% | +748.1% | -848.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling