+257.0%
DXCM vs QXO
+34.5%
+222.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.5% | -7.8% | +2.2% | -5.3% |
| 30D | -8.6% | -18.1% | +9.5% | -8.1% |
| 3M | +10.3% | -25.8% | +36.1% | +11.1% |
| 6M | +25.2% | -41.7% | +66.9% | +26.7% |
| YTD | +25.1% | -36.2% | +61.3% | +26.2% |
| 1Y | +9.2% | -42.1% | +51.3% | +10.4% |
| 3Y | -22.6% | -46.2% | +23.5% | -28.9% |
| 5Y | -39.5% | -70.7% | +31.2% | -44.1% |
| All | +257.0% | +34.5% | +222.5% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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