+9,127.5%
QLD vs DXCM
+2,514.1%
+6,613.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +1.6% |
| 30D | -0.1% | +6.3% | -6.5% | -2.2% |
| 3M | -8.4% | +21.1% | -29.5% | -14.9% |
| 6M | +32.2% | +20.6% | +11.6% | +22.3% |
| YTD | +28.9% | +32.4% | -3.5% | +15.3% |
| 1Y | +43.8% | +8.8% | +35.0% | +35.7% |
| 3Y | +176.6% | -13.7% | +190.3% | +158.4% |
| 5Y | +121.6% | -35.2% | +156.8% | +126.3% |
| 10Y | +1,652.9% | +281.8% | +1,371.1% | +856.5% |
| All | +9,127.5% | +2,514.1% | +6,613.3% | +1,865.0% |
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