+35,000.4%
TQQQ vs DXCM
+3,559.3%
+31,441.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.8% |
| 7D | +4.4% | -6.2% | +10.6% | +7.9% |
| 30D | -3.1% | -0.3% | -2.8% | -3.2% |
| 3M | -5.2% | +10.3% | -15.5% | -11.9% |
| 6M | +52.4% | +24.1% | +28.3% | +31.6% |
| YTD | +37.4% | +27.4% | +10.1% | +16.7% |
| 1Y | +56.0% | +8.4% | +47.6% | +41.7% |
| 3Y | +268.7% | -19.0% | +287.7% | +241.5% |
| 5Y | +101.2% | -38.6% | +139.8% | +124.4% |
| 10Y | +2,840.4% | +252.9% | +2,587.5% | +1,230.8% |
| All | +35,000.4% | +3,559.3% | +31,441.1% | +3,420.5% |
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