+121.0%
QLD vs DXCM
-35.5%
+156.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | -0.1% | +6.3% | -6.5% | -2.6% |
| 3M | -8.4% | +21.1% | -29.5% | -15.9% |
| 6M | +32.2% | +20.6% | +11.6% | +20.7% |
| YTD | +28.9% | +32.4% | -3.5% | +13.0% |
| 1Y | +43.8% | +8.8% | +35.0% | +34.8% |
| 3Y | +176.6% | -13.7% | +190.3% | +146.2% |
| All | +121.0% | -35.5% | +156.6% | +111.7% |
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 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