+16.6%
AGG vs DXCM
+402.7%
-386.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -1.5% | +4.9% | -6.4% | -1.6% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | -1.6% | -8.9% | +7.3% | -1.6% |
| 6M | -1.6% | +42.3% | -43.9% | -1.9% |
| YTD | -1.5% | +25.6% | -27.1% | -1.7% |
| 1Y | -1.1% | +39.5% | -40.6% | -1.4% |
| 3Y | +13.6% | -15.3% | +28.9% | +13.4% |
| 5Y | -1.7% | -48.4% | +46.8% | -1.8% |
| All | +16.6% | +402.7% | -386.1% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling