-89.3%
SQQQ vs RSG
+57.7%
-147.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.5% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.2% | +4.0% | +0.2% | +4.4% |
| 3M | -3.3% | +7.4% | -10.7% | -2.3% |
| 6M | -43.6% | +0.1% | -43.8% | -45.7% |
| YTD | -41.9% | +6.0% | -47.9% | -41.8% |
| 1Y | -50.6% | -3.0% | -47.7% | -54.6% |
| 3Y | -89.3% | +56.5% | -145.8% | -86.0% |
| All | -89.3% | +57.7% | -147.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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