+8.8%
DXCM vs QS
-28.5%
+37.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -3.2% | -2.3% | -0.9% | -3.3% |
| 30D | +6.3% | -0.7% | +7.1% | +6.4% |
| 3M | +21.1% | -39.6% | +60.7% | +17.7% |
| 6M | +20.6% | -21.7% | +42.3% | +19.3% |
| YTD | +32.4% | -47.4% | +79.8% | +25.9% |
| 1Y | +8.8% | -28.4% | +37.2% | +7.7% |
| All | +8.8% | -28.5% | +37.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling