+367.1%
ASX vs DXCM
-14.6%
+381.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.4% |
| 7D | -9.1% | -3.7% | -5.5% | -8.7% |
| 30D | -23.6% | -5.0% | -18.6% | -23.2% |
| 3M | -5.6% | -8.8% | +3.2% | -4.8% |
| 6M | +4.7% | +31.9% | -27.2% | +0.8% |
| YTD | +122.6% | +20.4% | +102.2% | +116.7% |
| 1Y | +133.0% | +45.7% | +87.3% | +121.2% |
| 3Y | +367.1% | -15.0% | +382.2% | +341.4% |
| All | +367.1% | -14.6% | +381.8% | +341.4% |
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