-27.1%
DXCM vs QS
-57.3%
+30.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.9% |
| 7D | -9.2% | -5.0% | -4.2% | -8.9% |
| 30D | -6.5% | -1.4% | -5.1% | -6.5% |
| 3M | -10.3% | -33.6% | +23.3% | -8.1% |
| 6M | +35.4% | -47.6% | +83.0% | +39.9% |
| YTD | +21.1% | -59.6% | +80.7% | +26.6% |
| 1Y | +38.2% | -73.5% | +111.8% | +48.3% |
| 3Y | -14.6% | -23.0% | +8.5% | -21.1% |
| 5Y | -49.6% | -89.4% | +39.8% | -50.5% |
| All | -27.1% | -57.3% | +30.1% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling