-2.4%
AGG vs DXCM
-39.5%
+37.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -0.9% | -5.8% | +4.9% | -0.9% |
| 30D | -1.0% | -5.6% | +4.6% | -0.9% |
| 3M | -1.3% | +13.0% | -14.3% | -1.4% |
| 6M | -2.1% | +24.7% | -26.7% | -2.4% |
| YTD | -1.2% | +27.3% | -28.6% | -1.6% |
| 1Y | -0.5% | +11.2% | -11.7% | -0.7% |
| 3Y | +12.4% | -19.0% | +31.4% | +12.2% |
| 5Y | -2.4% | -38.5% | +36.1% | -2.7% |
| All | -2.4% | -39.5% | +37.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling