-26.4%
APP vs DXCM
+40.8%
-67.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +3.5% |
| 7D | +4.6% | +4.9% | -0.4% | +3.7% |
| 30D | +56.0% | -0.2% | +56.2% | +54.4% |
| 3M | +30.8% | -8.9% | +39.7% | +32.8% |
| 6M | -9.8% | +42.3% | -52.1% | -27.6% |
| YTD | -39.3% | +25.6% | -64.8% | -45.5% |
| 1Y | -26.4% | +39.5% | -66.0% | -39.5% |
| All | -26.4% | +40.8% | -67.2% | -39.5% |
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