+3,393.6%
ASX vs DXCM
+2,696.7%
+696.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.5% | -16.2% | -20.0% |
| 7D | -33.3% | +5.7% | -39.0% | -33.9% |
| 30D | -36.5% | +1.3% | -37.8% | -36.6% |
| 3M | -19.2% | +2.2% | -21.4% | -19.7% |
| 6M | -10.2% | +42.0% | -52.2% | -16.3% |
| YTD | +86.5% | +27.3% | +59.2% | +76.7% |
| 1Y | +89.6% | +42.5% | +47.2% | +76.2% |
| 3Y | +298.6% | -13.3% | +311.9% | +285.6% |
| 5Y | +414.3% | -46.8% | +461.1% | +426.3% |
| 10Y | +711.1% | +445.8% | +265.3% | +430.0% |
| All | +3,393.6% | +2,696.7% | +696.9% | +1,244.5% |
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