+8,329.0%
QLD vs DXCM
+2,531.4%
+5,797.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.8% | -0.3% |
| 7D | -9.4% | +12.5% | -21.9% | -13.0% |
| 30D | -17.1% | +1.8% | -18.9% | -17.9% |
| 3M | -10.4% | +1.8% | -12.2% | -11.5% |
| 6M | +0.7% | +47.4% | -46.6% | -13.2% |
| YTD | +17.7% | +33.3% | -15.6% | +4.6% |
| 1Y | +14.7% | +44.6% | -29.9% | -1.1% |
| 3Y | +169.6% | -9.2% | +178.9% | +148.7% |
| 5Y | +86.7% | -43.8% | +130.5% | +98.8% |
| 10Y | +1,600.8% | +471.8% | +1,129.0% | +722.5% |
| All | +8,329.0% | +2,531.4% | +5,797.6% | +1,681.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling