-100.0%
SQQQ vs RVTY
+552.7%
-652.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | -2.2% |
| 7D | -2.7% | -5.4% | +2.7% | -9.0% |
| 30D | +2.4% | +6.7% | -4.3% | +11.1% |
| 3M | -8.0% | +19.0% | -27.0% | +13.8% |
| 6M | -43.9% | +34.6% | -78.6% | -16.7% |
| YTD | -42.2% | +28.3% | -70.5% | -17.7% |
| 1Y | -51.8% | +46.0% | -97.8% | -17.5% |
| 3Y | -89.7% | +16.9% | -106.6% | -84.4% |
| 5Y | -94.7% | -32.9% | -61.8% | -94.7% |
| 10Y | -100.0% | +141.6% | -241.6% | -99.6% |
| All | -100.0% | +552.7% | -652.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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