+263.3%
DXCM vs QSR
+133.7%
+129.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | -5.8% | -4.7% | -1.1% | -3.8% |
| 30D | -5.6% | +4.3% | -9.9% | -7.4% |
| 3M | +13.0% | +5.4% | +7.6% | +10.3% |
| 6M | +24.7% | +8.2% | +16.5% | +19.9% |
| YTD | +27.3% | +14.1% | +13.2% | +19.3% |
| 1Y | +11.2% | +28.1% | -16.9% | -1.4% |
| 3Y | -19.0% | +25.3% | -44.3% | -28.6% |
| 5Y | -38.5% | +40.4% | -78.9% | -48.9% |
| All | +263.3% | +133.7% | +129.6% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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