-30.0%
DXCM vs QQQI
+58.1%
-88.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -6.2% | +1.3% | -7.5% | -7.0% |
| 30D | -0.3% | +0.2% | -0.5% | -0.4% |
| 3M | +10.3% | +1.5% | +8.8% | +8.6% |
| 6M | +24.1% | +13.2% | +10.9% | +12.4% |
| YTD | +27.4% | +11.6% | +15.8% | +16.6% |
| 1Y | +8.4% | +18.0% | -9.6% | -5.0% |
| All | -30.0% | +58.1% | -88.1% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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