-93.1%
SQQQ vs RY
+123.4%
-216.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.4% |
| 7D | -11.0% | +0.6% | -11.6% | -9.6% |
| 30D | +17.9% | +5.0% | +12.9% | +31.1% |
| 3M | +19.5% | -5.3% | +24.8% | +9.4% |
| 6M | +4.2% | +13.8% | -9.6% | +38.3% |
| YTD | -35.6% | +21.0% | -56.6% | -0.8% |
| 1Y | -37.7% | +40.5% | -78.2% | +29.2% |
| 3Y | -88.0% | +159.7% | -247.7% | +1.0% |
| All | -93.1% | +123.4% | -216.6% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling