+333.0%
APP vs DXCM
-35.5%
+368.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.0% |
| 7D | +0.9% | -3.2% | +4.1% | +2.1% |
| 30D | -23.3% | +6.3% | -29.6% | -25.3% |
| 3M | -42.6% | +21.1% | -63.7% | -47.5% |
| 6M | -33.6% | +20.6% | -54.2% | -39.6% |
| YTD | -52.4% | +32.4% | -84.9% | -58.1% |
| 1Y | -35.9% | +8.8% | -44.7% | -40.0% |
| 3Y | +642.2% | -13.7% | +655.9% | +567.4% |
| All | +333.0% | -35.5% | +368.5% | +358.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling