+96.2%
QQQ vs DXCM
-19.4%
+115.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.3% |
| 7D | +1.5% | -6.2% | +7.7% | +2.2% |
| 30D | -0.6% | -0.3% | -0.4% | -0.7% |
| 3M | +0.4% | +10.3% | -9.9% | -0.8% |
| 6M | +20.1% | +24.1% | -4.1% | +16.9% |
| YTD | +17.2% | +27.4% | -10.1% | +13.7% |
| 1Y | +24.7% | +8.4% | +16.3% | +22.8% |
| 3Y | +96.2% | -19.0% | +115.2% | +93.1% |
| All | +96.2% | -19.4% | +115.6% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling