+1,631.1%
QLD vs DXCM
+279.8%
+1,351.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | -0.1% | +6.3% | -6.5% | -2.4% |
| 3M | -8.4% | +21.1% | -29.5% | -15.6% |
| 6M | +32.2% | +20.6% | +11.6% | +21.2% |
| YTD | +28.9% | +32.4% | -3.5% | +13.8% |
| 1Y | +43.8% | +8.8% | +35.0% | +34.9% |
| 3Y | +176.6% | -13.7% | +190.3% | +154.1% |
| 5Y | +121.6% | -35.2% | +156.8% | +122.2% |
| All | +1,631.1% | +279.8% | +1,351.3% | +1,123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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