+4,309.3%
ASX vs DXCM
+2,810.6%
+1,498.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.2% |
| 30D | +2.0% | +6.3% | -4.4% | +0.9% |
| 3M | -1.3% | +21.1% | -22.4% | -5.0% |
| 6M | +71.4% | +20.6% | +50.9% | +64.5% |
| YTD | +135.3% | +32.4% | +102.9% | +121.9% |
| 1Y | +267.5% | +8.8% | +258.6% | +255.8% |
| 3Y | +388.5% | -13.7% | +402.2% | +371.6% |
| 5Y | +417.1% | -35.2% | +452.3% | +412.7% |
| 10Y | +872.7% | +281.8% | +590.9% | +574.0% |
| All | +4,309.3% | +2,810.6% | +1,498.7% | +1,588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling