+125.7%
ASX vs DXCM
+47.0%
+78.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +8.7% |
| 7D | -12.3% | -4.4% | -7.9% | -12.2% |
| 30D | -26.0% | -3.6% | -22.4% | -25.8% |
| 3M | -8.1% | -4.3% | -3.8% | -7.8% |
| 6M | +1.4% | +33.8% | -32.4% | +3.7% |
| YTD | +115.6% | +22.1% | +93.4% | +123.6% |
| All | +125.7% | +47.0% | +78.7% | +132.0% |
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