+2,876.9%
TQQQ vs RL
+311.3%
+2,565.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.0% |
| 7D | -1.9% | -3.4% | +1.5% | +0.7% |
| 30D | -4.9% | -14.4% | +9.6% | +7.1% |
| 3M | -6.4% | -13.6% | +7.2% | +4.0% |
| 6M | +44.4% | +0.6% | +43.8% | +40.7% |
| YTD | +35.2% | -3.6% | +38.8% | +35.6% |
| 1Y | +49.5% | +8.3% | +41.2% | +36.4% |
| 3Y | +250.7% | +204.8% | +45.9% | +45.5% |
| 5Y | +104.7% | +232.9% | -128.2% | -15.8% |
| All | +2,876.9% | +311.3% | +2,565.6% | +1,048.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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