+176.1%
QLD vs DXCM
-13.8%
+189.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +0.6% | -3.2% | +3.8% | +1.2% |
| 30D | -0.1% | +6.3% | -6.5% | -1.4% |
| 3M | -8.4% | +21.1% | -29.5% | -12.3% |
| 6M | +32.2% | +20.6% | +11.6% | +26.3% |
| YTD | +28.9% | +32.4% | -3.5% | +20.6% |
| 1Y | +43.8% | +8.8% | +35.0% | +39.6% |
| All | +176.1% | -13.8% | +189.9% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling