+62.6%
QLD vs DXCM
-46.6%
+109.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.2% | -11.0% |
| 7D | -18.6% | +5.7% | -24.2% | -20.2% |
| 30D | -28.3% | +1.3% | -29.6% | -28.8% |
| 3M | -20.4% | +2.2% | -22.6% | -21.4% |
| 6M | -14.3% | +42.0% | -56.3% | -27.0% |
| YTD | +2.8% | +27.3% | -24.5% | -8.9% |
| 1Y | -1.2% | +42.5% | -43.7% | -16.5% |
| 3Y | +135.3% | -13.3% | +148.7% | +108.8% |
| 5Y | +62.6% | -46.8% | +109.4% | +73.3% |
| All | +62.6% | -46.6% | +109.2% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling