-94.7%
SQQQ vs RY
+139.4%
-234.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | -1.1% |
| 7D | -2.7% | -0.5% | -2.2% | -3.5% |
| 30D | +2.4% | -1.9% | +4.3% | -1.0% |
| 3M | -8.0% | +5.1% | -13.1% | +2.8% |
| 6M | -43.9% | +28.2% | -72.1% | -5.8% |
| YTD | -42.2% | +22.9% | -65.1% | -9.7% |
| 1Y | -51.8% | +45.5% | -97.3% | +6.1% |
| 3Y | -89.7% | +156.7% | -246.4% | -17.2% |
| 5Y | -94.7% | +137.7% | -232.4% | -52.4% |
| All | -94.7% | +139.4% | -234.1% | -52.4% |
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