+803.3%
APP vs DXCM
-13.6%
+817.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.5% | +35.6% | +32.0% |
| 7D | +39.7% | +5.7% | +34.0% | +37.3% |
| 30D | +27.7% | +1.3% | +26.5% | +26.9% |
| 3M | -14.8% | +2.2% | -16.9% | -15.7% |
| 6M | -25.5% | +42.0% | -67.5% | -32.8% |
| YTD | -47.2% | +27.3% | -74.4% | -50.8% |
| 1Y | -42.3% | +42.5% | -84.8% | -47.7% |
| All | +803.3% | -13.6% | +817.0% | +703.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling