+99.6%
TQQQ vs RBA
+36.6%
+63.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.5% |
| 7D | -3.9% | -3.3% | -0.6% | -1.4% |
| 30D | -5.3% | -9.8% | +4.5% | +2.1% |
| 3M | +0.1% | -23.5% | +23.6% | +20.1% |
| 6M | +40.7% | -21.5% | +62.2% | +65.0% |
| YTD | +31.8% | -21.2% | +53.0% | +52.3% |
| 1Y | +48.2% | -30.2% | +78.4% | +88.9% |
| 3Y | +253.6% | +25.3% | +228.3% | +180.1% |
| 5Y | +99.6% | +35.1% | +64.5% | +39.8% |
| All | +99.6% | +36.6% | +63.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling