-100.0%
SQQQ vs RSG
+1,124.6%
-1,224.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -1.5% |
| 7D | +1.8% | 0.0% | +1.8% | +1.9% |
| 30D | +4.2% | +4.0% | +0.2% | +9.9% |
| 3M | -3.3% | +7.4% | -10.7% | +3.8% |
| 6M | -43.6% | +0.1% | -43.8% | -47.4% |
| YTD | -41.9% | +6.0% | -47.9% | -40.8% |
| 1Y | -50.6% | -3.0% | -47.7% | -57.0% |
| 3Y | -89.3% | +56.5% | -145.8% | -78.1% |
| 5Y | -94.8% | +90.9% | -185.7% | -82.3% |
| 10Y | -100.0% | +428.7% | -528.7% | -99.0% |
| All | -100.0% | +1,124.6% | -1,224.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling