+293.4%
C vs DXCM
+279.8%
+13.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +3.6% | -3.2% | +6.8% | +4.1% |
| 30D | +0.1% | +6.3% | -6.3% | -0.9% |
| 3M | +2.4% | +21.1% | -18.7% | -0.8% |
| 6M | +24.9% | +20.6% | +4.4% | +20.9% |
| YTD | +19.8% | +32.4% | -12.6% | +14.3% |
| 1Y | +44.9% | +8.8% | +36.0% | +41.5% |
| 3Y | +263.0% | -13.7% | +276.7% | +252.0% |
| 5Y | +129.5% | -35.2% | +164.7% | +124.6% |
| All | +293.4% | +279.8% | +13.6% | +216.5% |
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 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