+153.2%
QQQM vs DXCM
-15.2%
+168.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.6% |
| 7D | +1.5% | -6.2% | +7.7% | +2.8% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +0.4% | +10.3% | -9.9% | -2.0% |
| 6M | +20.1% | +24.1% | -4.1% | +14.0% |
| YTD | +17.2% | +27.4% | -10.1% | +10.5% |
| 1Y | +24.7% | +8.4% | +16.4% | +20.8% |
| 3Y | +96.6% | -19.0% | +115.6% | +89.0% |
| 5Y | +95.0% | -38.6% | +133.6% | +90.3% |
| All | +153.2% | -15.2% | +168.4% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DXCM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling