+222.7%
B vs DXCM
+412.4%
-189.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -2.7% | -9.2% | +6.5% | -2.0% |
| 30D | -4.3% | -6.5% | +2.1% | -3.9% |
| 3M | -2.3% | -10.3% | +8.0% | -1.6% |
| 6M | -16.2% | +35.4% | -51.7% | -18.3% |
| YTD | -8.8% | +21.1% | -29.9% | -10.4% |
| 1Y | +11.4% | +38.2% | -26.9% | +8.5% |
| 3Y | +174.3% | -14.6% | +188.9% | +169.9% |
| 5Y | +116.2% | -49.6% | +165.7% | +117.2% |
| 10Y | +222.7% | +393.1% | -170.4% | +205.1% |
| All | +222.7% | +412.4% | -189.7% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling