+2,276.4%
QQQ vs DXCM
+2,810.6%
-534.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +0.4% | -3.2% | +3.6% | +0.9% |
| 30D | +0.2% | +6.3% | -6.1% | -0.8% |
| 3M | -2.8% | +21.1% | -23.9% | -6.2% |
| 6M | +18.0% | +20.6% | -2.6% | +13.7% |
| YTD | +17.3% | +32.4% | -15.1% | +11.2% |
| 1Y | +25.6% | +8.8% | +16.7% | +22.2% |
| 3Y | +93.7% | -13.7% | +107.5% | +87.2% |
| 5Y | +94.2% | -35.2% | +129.3% | +92.4% |
| 10Y | +557.9% | +281.8% | +276.1% | +373.2% |
| All | +2,276.4% | +2,810.6% | -534.2% | +930.8% |
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