+99.6%
TQQQ vs ROL
-4.5%
+104.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | -3.9% | -3.2% | -0.7% | -1.9% |
| 30D | -5.3% | -6.6% | +1.4% | -1.4% |
| 3M | +0.1% | -27.3% | +27.4% | +21.5% |
| 6M | +40.7% | -38.1% | +78.7% | +90.6% |
| YTD | +31.8% | -41.8% | +73.6% | +85.0% |
| 1Y | +48.2% | -37.8% | +86.0% | +93.7% |
| 3Y | +253.6% | -0.3% | +253.9% | +191.4% |
| 5Y | +99.6% | -5.1% | +104.7% | +43.8% |
| All | +99.6% | -4.5% | +104.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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