-100.0%
SQQQ vs ROST
+2,243.8%
-2,343.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.4% |
| 7D | +4.1% | -2.5% | +6.6% | +1.5% |
| 30D | +4.6% | -10.3% | +14.9% | -6.4% |
| 3M | -10.4% | -2.6% | -7.8% | -12.8% |
| 6M | -42.1% | +6.5% | -48.6% | -37.3% |
| YTD | -40.3% | +25.9% | -66.3% | -22.6% |
| 1Y | -50.2% | +52.3% | -102.5% | -20.3% |
| 3Y | -89.4% | +94.6% | -184.0% | -74.7% |
| 5Y | -94.7% | +111.1% | -205.8% | -80.9% |
| 10Y | -100.0% | +308.9% | -408.8% | -99.6% |
| All | -100.0% | +2,243.8% | -2,343.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling