-100.0%
SQQQ vs UDR
+47.2%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -3.5% | +5.3% | -1.7% |
| 30D | +4.2% | -5.3% | +9.5% | -1.5% |
| 3M | -3.3% | -9.5% | +6.3% | -13.6% |
| 6M | -43.6% | -0.7% | -43.0% | -44.3% |
| YTD | -41.9% | -1.2% | -40.7% | -42.7% |
| 1Y | -50.6% | -5.7% | -44.9% | -53.9% |
| 3Y | -89.3% | +3.7% | -93.0% | -87.6% |
| 5Y | -94.8% | -18.9% | -75.9% | -94.2% |
| All | -100.0% | +47.2% | -147.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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