-100.0%
SQQQ vs RTX
+597.5%
-697.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.1% |
| 7D | -2.7% | -1.6% | -1.1% | -4.5% |
| 30D | +2.4% | -11.6% | +14.0% | -11.6% |
| 3M | -8.0% | +9.2% | -17.2% | +1.4% |
| 6M | -43.9% | -4.4% | -39.5% | -47.4% |
| YTD | -42.2% | +8.9% | -51.1% | -36.2% |
| 1Y | -51.8% | +32.1% | -83.9% | -31.4% |
| 3Y | -89.7% | +151.2% | -241.0% | -63.9% |
| 5Y | -94.7% | +162.9% | -257.6% | -76.2% |
| 10Y | -100.0% | +283.9% | -383.9% | -99.5% |
| All | -100.0% | +597.5% | -697.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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