+2,876.9%
TQQQ vs DLR
+177.5%
+2,699.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -4.9% | -4.3% | -0.5% | -0.2% |
| 3M | -6.4% | +3.8% | -10.2% | -12.7% |
| 6M | +44.4% | +5.8% | +38.6% | +32.3% |
| YTD | +35.2% | +23.5% | +11.6% | +3.4% |
| 1Y | +49.5% | +11.1% | +38.4% | +28.6% |
| 3Y | +250.7% | +57.9% | +192.8% | +103.6% |
| 5Y | +104.7% | +44.0% | +60.7% | +37.9% |
| All | +2,876.9% | +177.5% | +2,699.4% | +1,193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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