-37.0%
APP vs DXCM
+34.7%
-71.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.0% | +15.8% | +10.6% |
| 7D | +71.2% | -3.5% | +74.7% | +70.0% |
| 30D | +39.1% | -5.8% | +44.9% | +39.0% |
| 3M | +16.5% | -4.3% | +20.9% | +15.6% |
| 6M | -16.6% | +31.6% | -48.1% | -27.8% |
| YTD | -41.9% | +19.6% | -61.6% | -45.9% |
| 1Y | -37.0% | +36.9% | -73.9% | -38.8% |
| All | -37.0% | +34.7% | -71.7% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling