-99.5%
SQQQ vs RVMD
+620.8%
-720.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.3% | +2.5% |
| 7D | +4.1% | -3.6% | +7.6% | +2.6% |
| 30D | +4.6% | -1.1% | +5.7% | +4.3% |
| 3M | -10.4% | +41.0% | -51.4% | +3.9% |
| 6M | -42.1% | +105.7% | -147.8% | -19.5% |
| YTD | -40.3% | +155.3% | -195.6% | -7.6% |
| 1Y | -50.2% | +402.7% | -452.9% | +4.6% |
| 3Y | -89.4% | +533.1% | -622.5% | -71.2% |
| 5Y | -94.7% | +583.5% | -678.2% | -78.4% |
| All | -99.5% | +620.8% | -720.4% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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