+552.9%
QQQ vs DXCM
+266.8%
+286.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.2% |
| 7D | -1.3% | -5.8% | +4.5% | -0.2% |
| 30D | -1.4% | -5.6% | +4.2% | -0.4% |
| 3M | +2.3% | +13.0% | -10.8% | -0.5% |
| 6M | +16.9% | +24.7% | -7.8% | +11.3% |
| YTD | +15.6% | +27.3% | -11.7% | +9.5% |
| 1Y | +22.6% | +11.2% | +11.4% | +18.4% |
| 3Y | +93.5% | -19.0% | +112.5% | +87.7% |
| 5Y | +93.9% | -38.5% | +132.4% | +91.9% |
| All | +552.9% | +266.8% | +286.1% | +421.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling