+34,703.6%
TQQQ vs DD
+299.1%
+34,404.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | +2.0% |
| 7D | +2.8% | -3.8% | +6.6% | +7.2% |
| 30D | -3.0% | -9.2% | +6.2% | +7.8% |
| 3M | -2.7% | -9.0% | +6.3% | +8.2% |
| 6M | +45.4% | -5.0% | +50.4% | +53.7% |
| YTD | +36.3% | +7.4% | +28.9% | +23.8% |
| 1Y | +53.4% | +35.1% | +18.3% | +5.7% |
| 3Y | +265.6% | +43.2% | +222.4% | +134.7% |
| 5Y | +101.7% | +59.6% | +42.1% | +27.0% |
| 10Y | +3,054.7% | +66.5% | +2,988.2% | +1,680.2% |
| All | +34,703.6% | +299.1% | +34,404.5% | +7,403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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