+2,876.9%
TQQQ vs ROP
+135.6%
+2,741.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -1.9% | -4.6% | +2.7% | +5.1% |
| 30D | -4.9% | -1.7% | -3.2% | -3.3% |
| 3M | -6.4% | +17.1% | -23.5% | -33.4% |
| 6M | +44.4% | +10.9% | +33.5% | +7.9% |
| YTD | +35.2% | -12.1% | +47.3% | +43.0% |
| 1Y | +49.5% | -24.2% | +73.8% | +100.5% |
| 3Y | +250.7% | -20.4% | +271.1% | +353.6% |
| 5Y | +104.7% | -15.4% | +120.1% | +168.5% |
| All | +2,876.9% | +135.6% | +2,741.3% | +1,118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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