+7.1%
QLD vs DXCM
+44.9%
-37.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -3.8% | -3.7% | -0.1% | -3.0% |
| 30D | -20.5% | -5.0% | -15.6% | -19.8% |
| 3M | -14.6% | -8.8% | -5.8% | -13.4% |
| 6M | -14.7% | +31.9% | -46.5% | -20.1% |
| YTD | +11.2% | +20.4% | -9.2% | +7.9% |
| 1Y | +7.1% | +45.7% | -38.6% | -2.1% |
| All | +7.1% | +44.9% | -37.8% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling