+1.9%
AAL vs DXCM
+33.0%
-31.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.1% |
| 7D | +4.6% | -3.5% | +8.1% | +5.5% |
| 30D | +2.6% | -5.8% | +8.4% | +3.8% |
| 3M | -17.8% | -4.3% | -13.4% | -17.1% |
| 6M | +1.9% | +31.6% | -29.7% | -2.4% |
| All | +1.9% | +33.0% | -31.1% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling