+1,450.1%
QLD vs DXCM
+411.4%
+1,038.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -3.8% | -3.7% | -0.1% | -2.4% |
| 30D | -20.5% | -5.0% | -15.6% | -19.3% |
| 3M | -14.6% | -8.8% | -5.8% | -12.2% |
| 6M | -14.7% | +31.9% | -46.5% | -24.8% |
| YTD | +11.2% | +20.4% | -9.2% | +1.0% |
| 1Y | +7.1% | +45.7% | -38.6% | -9.6% |
| 3Y | +141.1% | -15.0% | +156.1% | +122.8% |
| 5Y | +84.3% | -48.5% | +132.8% | +99.9% |
| 10Y | +1,450.1% | +411.2% | +1,038.8% | +893.2% |
| All | +1,450.1% | +411.4% | +1,038.7% | +893.2% |
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