-100.0%
SQQQ vs RY
+351.1%
-451.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.4% |
| 7D | -11.0% | +0.6% | -11.6% | -9.7% |
| 30D | +17.9% | +5.0% | +12.9% | +30.8% |
| 3M | +19.5% | -5.3% | +24.8% | +9.9% |
| 6M | +4.2% | +13.8% | -9.6% | +36.8% |
| YTD | -35.6% | +21.0% | -56.6% | -2.5% |
| 1Y | -37.7% | +40.5% | -78.2% | +25.1% |
| 3Y | -88.0% | +159.7% | -247.7% | -11.6% |
| 5Y | -93.1% | +124.3% | -217.5% | -49.8% |
| All | -100.0% | +351.1% | -451.1% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling