+2,149.6%
QQQ vs DXCM
+2,659.3%
-509.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | +3.6% | +4.9% | -1.3% | +2.8% |
| 30D | -6.7% | -0.2% | -6.6% | -6.9% |
| 3M | -7.0% | -8.9% | +1.9% | -5.9% |
| 6M | -4.7% | +42.3% | -46.9% | -10.6% |
| YTD | +11.1% | +25.6% | -14.5% | +5.9% |
| 1Y | +12.3% | +39.5% | -27.3% | +5.2% |
| 3Y | +83.3% | -15.3% | +98.6% | +78.0% |
| 5Y | +77.5% | -48.4% | +125.9% | +82.1% |
| 10Y | +528.3% | +411.4% | +116.9% | +334.2% |
| All | +2,149.6% | +2,659.3% | -509.7% | +881.9% |
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