+527.5%
APP vs DXCM
-15.5%
+542.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +3.1% |
| 7D | +4.6% | +4.9% | -0.4% | +2.8% |
| 30D | +56.0% | -0.2% | +56.2% | +54.8% |
| 3M | +30.8% | -8.9% | +39.7% | +34.1% |
| 6M | -9.8% | +42.3% | -52.1% | -23.4% |
| YTD | -39.3% | +25.6% | -64.8% | -45.8% |
| 1Y | -26.4% | +39.5% | -66.0% | -36.9% |
| 3Y | +887.9% | -15.3% | +903.2% | +801.3% |
| 5Y | +264.1% | -48.4% | +312.5% | +271.6% |
| All | +527.5% | -15.5% | +542.9% | +404.0% |
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