+152.0%
QQQM vs DXCM
-16.7%
+168.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.2% |
| 7D | -0.6% | -5.5% | +5.0% | +0.5% |
| 30D | -1.2% | -8.6% | +7.4% | +0.5% |
| 3M | -0.1% | +10.3% | -10.4% | -2.5% |
| 6M | +18.0% | +25.2% | -7.3% | +11.7% |
| YTD | +16.7% | +25.1% | -8.4% | +10.4% |
| 1Y | +23.0% | +9.2% | +13.8% | +18.9% |
| 3Y | +93.3% | -22.6% | +116.0% | +88.1% |
| 5Y | +96.3% | -39.5% | +135.8% | +92.0% |
| All | +152.0% | -16.7% | +168.7% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling