-10.2%
TQQQ vs NVDL
-34.9%
+24.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -18.6% | -0.3% | -8.0% |
| 7D | -27.1% | -28.8% | +1.7% | -11.0% |
| 30D | -40.1% | -44.0% | +3.9% | -16.5% |
| 3M | -30.6% | -35.6% | +5.0% | -11.5% |
| 6M | -24.8% | -25.3% | +0.5% | -13.0% |
| YTD | -3.7% | -23.3% | +19.6% | +5.2% |
| 1Y | -10.2% | -32.5% | +22.3% | +3.8% |
| All | -10.2% | -34.9% | +24.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling