+200.5%
B vs DXCM
+421.6%
-221.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.1% |
| 7D | +11.3% | -4.4% | +15.7% | +11.7% |
| 30D | +2.9% | -3.6% | +6.6% | +3.2% |
| 3M | -2.9% | -4.3% | +1.5% | -2.6% |
| 6M | -1.2% | +33.8% | -35.0% | -3.6% |
| YTD | -1.3% | +22.1% | -23.5% | -3.1% |
| 1Y | +30.4% | +47.4% | -17.0% | +26.6% |
| 3Y | +195.3% | -12.3% | +207.5% | +190.1% |
| 5Y | +146.2% | -49.1% | +195.3% | +147.1% |
| 10Y | +200.5% | +423.1% | -222.6% | +190.6% |
| All | +200.5% | +421.6% | -221.1% | +190.6% |
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