+2,448.5%
TQQQ vs RL
+337.1%
+2,111.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.8% |
| 7D | +10.4% | +2.6% | +7.8% | +8.3% |
| 30D | -22.2% | +2.9% | -25.1% | -23.3% |
| 3M | -25.1% | 0.0% | -25.1% | -24.9% |
| 6M | -25.0% | +17.1% | -42.1% | -34.8% |
| YTD | +10.1% | +10.1% | -0.1% | 0.0% |
| 1Y | +11.0% | +17.3% | -6.3% | -4.4% |
| 3Y | +195.0% | +249.3% | -54.4% | +9.9% |
| 5Y | +46.6% | +240.9% | -194.3% | -41.5% |
| All | +2,448.5% | +337.1% | +2,111.5% | +888.6% |
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