+151.2%
B vs DXCM
+2,696.7%
-2,545.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.1% | +0.8% |
| 7D | +4.3% | +5.7% | -1.3% | +3.9% |
| 30D | -0.9% | +1.3% | -2.2% | -1.0% |
| 3M | -1.4% | +2.2% | -3.5% | -1.6% |
| 6M | +5.0% | +42.0% | -37.0% | +2.1% |
| YTD | -5.8% | +27.3% | -33.1% | -7.7% |
| 1Y | +25.6% | +42.5% | -16.9% | +22.1% |
| 3Y | +161.6% | -13.3% | +175.0% | +157.8% |
| 5Y | +135.2% | -46.8% | +182.0% | +136.3% |
| 10Y | +170.7% | +445.8% | -275.0% | +126.5% |
| All | +151.2% | +2,696.7% | -2,545.5% | +69.6% |
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 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