+35,000.4%
TQQQ vs RL
+481.7%
+34,518.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.6% |
| 7D | +4.4% | +1.9% | +2.5% | +2.8% |
| 30D | -3.1% | -12.2% | +9.1% | +7.3% |
| 3M | -5.2% | -6.6% | +1.5% | -0.6% |
| 6M | +52.4% | +3.2% | +49.2% | +45.2% |
| YTD | +37.4% | -1.3% | +38.7% | +35.1% |
| 1Y | +56.0% | +13.6% | +42.4% | +36.2% |
| 3Y | +268.7% | +210.9% | +57.8% | +42.1% |
| 5Y | +101.2% | +246.9% | -145.6% | -24.3% |
| 10Y | +2,840.4% | +310.1% | +2,530.3% | +741.2% |
| All | +35,000.4% | +481.7% | +34,518.7% | +5,590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling