+528.8%
APP vs DXCM
-17.8%
+546.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.1% |
| 7D | +79.2% | -4.4% | +83.5% | +80.8% |
| 30D | +48.0% | -3.6% | +51.6% | +48.6% |
| 3M | +18.2% | -4.3% | +22.6% | +18.7% |
| 6M | -12.5% | +33.8% | -46.3% | -24.0% |
| YTD | -39.2% | +22.1% | -61.3% | -45.2% |
| 1Y | -33.9% | +47.4% | -81.3% | -44.7% |
| 3Y | +933.3% | -12.3% | +945.5% | +819.5% |
| 5Y | +295.9% | -49.1% | +345.0% | +306.2% |
| All | +528.8% | -17.8% | +546.6% | +410.0% |
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