-89.3%
SQQQ vs ROST
+98.0%
-187.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -0.5% |
| 7D | +1.8% | +0.2% | +1.6% | +2.1% |
| 30D | +4.2% | -6.9% | +11.0% | -2.4% |
| 3M | -3.3% | -3.3% | 0.0% | -6.7% |
| 6M | -43.6% | +9.0% | -52.7% | -37.2% |
| YTD | -41.9% | +28.9% | -70.7% | -21.8% |
| 1Y | -50.6% | +54.0% | -104.6% | -17.7% |
| 3Y | -89.3% | +100.7% | -190.0% | -71.5% |
| All | -89.3% | +98.0% | -187.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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