-100.0%
SQQQ vs RY
+647.1%
-747.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -1.6% |
| 7D | -0.9% | +3.1% | -4.0% | +4.5% |
| 30D | -0.3% | -0.3% | 0.0% | -0.6% |
| 3M | +2.7% | +8.7% | -5.9% | +20.1% |
| 6M | -43.8% | +28.5% | -72.4% | -10.4% |
| YTD | -42.9% | +25.1% | -68.0% | -12.3% |
| 1Y | -53.5% | +46.3% | -99.8% | -5.5% |
| 3Y | -89.4% | +154.9% | -244.4% | -35.0% |
| 5Y | -94.7% | +140.3% | -235.0% | -62.1% |
| 10Y | -100.0% | +377.0% | -477.0% | -98.7% |
| All | -100.0% | +647.1% | -747.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling