+500.0%
APP vs DXCM
-19.4%
+519.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.0% | +15.8% | +12.0% |
| 7D | +71.2% | -3.5% | +74.7% | +72.1% |
| 30D | +39.1% | -5.8% | +44.9% | +40.8% |
| 3M | +16.5% | -4.3% | +20.9% | +17.0% |
| 6M | -16.6% | +31.6% | -48.1% | -27.1% |
| YTD | -41.9% | +19.6% | -61.6% | -47.3% |
| 1Y | -37.0% | +36.9% | -73.9% | -45.9% |
| 3Y | +892.4% | -16.3% | +908.7% | +801.9% |
| 5Y | +297.3% | -50.0% | +347.3% | +310.4% |
| All | +500.0% | -19.4% | +519.5% | +390.1% |
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