+748.4%
ASX vs DXCM
+410.2%
+338.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.0% | +12.4% | +7.3% |
| 7D | -19.9% | -3.5% | -16.4% | -19.5% |
| 30D | -30.9% | -5.8% | -25.1% | -30.3% |
| 3M | -15.1% | -4.3% | -10.7% | -14.7% |
| 6M | -6.5% | +31.6% | -38.0% | -11.5% |
| YTD | +98.4% | +19.6% | +78.8% | +90.4% |
| 1Y | +107.9% | +36.9% | +71.0% | +94.9% |
| 3Y | +325.3% | -16.3% | +341.5% | +314.1% |
| 5Y | +447.3% | -50.0% | +497.3% | +457.7% |
| All | +748.4% | +410.2% | +338.2% | +666.3% |
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