+218.3%
C vs DXCM
+412.4%
-194.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | -0.4% | -9.2% | +8.8% | +1.0% |
| 30D | -5.3% | -6.5% | +1.2% | -4.5% |
| 3M | -8.0% | -10.3% | +2.2% | -6.7% |
| 6M | -0.3% | +35.4% | -35.7% | -5.3% |
| YTD | +8.6% | +21.1% | -12.4% | +4.8% |
| 1Y | +25.8% | +38.2% | -12.4% | +19.0% |
| 3Y | +221.2% | -14.6% | +235.7% | +212.3% |
| 5Y | +113.6% | -49.6% | +163.1% | +116.7% |
| 10Y | +218.3% | +393.1% | -174.8% | +148.9% |
| All | +218.3% | +412.4% | -194.1% | +148.9% |
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