-100.0%
SQQQ vs RRC
-5.5%
-94.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.7% |
| 7D | -2.7% | -1.7% | -1.0% | -3.3% |
| 30D | +2.4% | +3.6% | -1.2% | +3.6% |
| 3M | -8.0% | +8.8% | -16.8% | -5.7% |
| 6M | -43.9% | +0.8% | -44.7% | -44.1% |
| YTD | -42.2% | +19.0% | -61.2% | -38.8% |
| 1Y | -51.8% | +22.9% | -74.7% | -47.9% |
| 3Y | -89.7% | +32.3% | -122.0% | -87.6% |
| 5Y | -94.7% | +151.6% | -246.3% | -90.8% |
| 10Y | -100.0% | +5.5% | -105.5% | -99.9% |
| All | -100.0% | -5.5% | -94.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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