-100.0%
SQQQ vs DXCM
+260.4%
-360.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -3.5% |
| 7D | +1.8% | -5.5% | +7.3% | -1.3% |
| 30D | +4.2% | -8.6% | +12.7% | -0.7% |
| 3M | -3.3% | +10.3% | -13.6% | +2.2% |
| 6M | -43.6% | +25.2% | -68.9% | -35.3% |
| YTD | -41.9% | +25.1% | -67.0% | -32.7% |
| 1Y | -50.6% | +9.2% | -59.9% | -46.4% |
| 3Y | -89.3% | -22.6% | -66.7% | -88.5% |
| 5Y | -94.8% | -39.5% | -55.3% | -93.2% |
| All | -100.0% | +260.4% | -360.3% | -99.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling