+432.3%
ASX vs DXCM
-35.5%
+467.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | +2.0% | +6.3% | -4.4% | +0.7% |
| 3M | -1.3% | +21.1% | -22.4% | -5.5% |
| 6M | +71.4% | +20.6% | +50.9% | +63.8% |
| YTD | +135.3% | +32.4% | +102.9% | +120.0% |
| 1Y | +267.5% | +8.8% | +258.6% | +255.9% |
| 3Y | +388.5% | -13.7% | +402.2% | +366.5% |
| All | +432.3% | -35.5% | +467.8% | +401.4% |
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 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