+5.2%
QLD vs DXCM
+34.7%
-29.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +3.4% |
| 7D | -10.3% | -3.5% | -6.8% | -9.6% |
| 30D | -26.1% | -5.8% | -20.3% | -25.3% |
| 3M | -17.8% | -4.3% | -13.4% | -17.2% |
| 6M | -15.6% | +31.6% | -47.1% | -20.8% |
| YTD | +5.4% | +19.6% | -14.3% | +2.6% |
| 1Y | +5.2% | +36.9% | -31.6% | -0.2% |
| All | +5.2% | +34.7% | -29.4% | -0.2% |
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 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