+60.8%
ABNB vs DXCM
-18.8%
+79.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -6.0% | +17.7% | +12.9% |
| 7D | +15.6% | -3.5% | +19.1% | +16.3% |
| 30D | +18.3% | -5.8% | +24.1% | +19.5% |
| 3M | +25.3% | -4.3% | +29.6% | +26.3% |
| 6M | +35.8% | +31.6% | +4.3% | +27.4% |
| YTD | +40.0% | +19.6% | +20.3% | +33.8% |
| 1Y | +57.6% | +36.9% | +20.8% | +46.7% |
| 3Y | +60.8% | -16.3% | +77.0% | +40.9% |
| All | +60.8% | -18.8% | +79.6% | +40.9% |
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 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