+2,177.0%
QQQ vs DXCM
+2,595.0%
-418.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +6.4% | -3.6% | +10.0% | +6.9% |
| 30D | -7.5% | -4.3% | -3.1% | -6.9% |
| 3M | -4.8% | -10.4% | +5.6% | -3.4% |
| 6M | -2.5% | +33.1% | -35.6% | -7.6% |
| YTD | +12.4% | +22.6% | -10.2% | +7.6% |
| 1Y | +11.3% | +36.5% | -25.2% | +4.7% |
| 3Y | +85.0% | -13.5% | +98.4% | +79.0% |
| 5Y | +79.6% | -49.6% | +129.3% | +85.0% |
| 10Y | +535.9% | +399.5% | +136.4% | +341.2% |
| All | +2,177.0% | +2,595.0% | -418.1% | +897.7% |
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