+107.9%
ASX vs DXCM
+34.7%
+73.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.0% | +12.4% | +6.1% |
| 7D | -19.9% | -3.5% | -16.4% | -19.7% |
| 30D | -30.9% | -5.8% | -25.1% | -30.7% |
| 3M | -15.1% | -4.3% | -10.7% | -14.8% |
| 6M | -6.5% | +31.6% | -38.0% | -4.9% |
| YTD | +98.4% | +19.6% | +78.8% | +105.0% |
| 1Y | +107.9% | +36.9% | +71.0% | +112.2% |
| All | +107.9% | +34.7% | +73.2% | +112.2% |
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