-100.0%
SQQQ vs DXCM
+3,559.3%
-3,659.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.2% | -1.7% |
| 7D | -4.2% | -6.2% | +2.1% | -7.4% |
| 30D | +2.4% | -0.3% | +2.7% | +2.4% |
| 3M | -5.7% | +10.3% | -16.0% | -0.2% |
| 6M | -46.6% | +24.1% | -70.7% | -39.0% |
| YTD | -42.7% | +27.4% | -70.1% | -33.1% |
| 1Y | -52.6% | +8.4% | -61.0% | -48.7% |
| 3Y | -89.8% | -19.0% | -70.8% | -88.7% |
| 5Y | -94.7% | -38.6% | -56.1% | -93.1% |
| 10Y | -100.0% | +252.9% | -352.9% | -99.8% |
| All | -100.0% | +3,559.3% | -3,659.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling