-89.0%
SQQQ vs DXCM
-19.0%
-70.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.5% |
| 7D | +4.1% | -5.8% | +9.9% | +2.2% |
| 30D | +4.6% | -5.6% | +10.2% | +2.9% |
| 3M | -10.4% | +13.0% | -23.4% | -6.8% |
| 6M | -42.1% | +24.7% | -66.8% | -37.3% |
| YTD | -40.3% | +27.3% | -67.7% | -34.6% |
| 1Y | -50.2% | +11.2% | -61.4% | -47.3% |
| All | -89.0% | -19.0% | -70.0% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling