+208.1%
C vs DXCM
-18.8%
+226.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.4% |
| 7D | -2.4% | -3.5% | +1.1% | -1.9% |
| 30D | -6.0% | -5.8% | -0.2% | -5.3% |
| 3M | -10.5% | -4.3% | -6.2% | -10.2% |
| 6M | -5.7% | +31.6% | -37.3% | -10.2% |
| YTD | +4.1% | +19.6% | -15.5% | +0.6% |
| 1Y | +20.5% | +36.9% | -16.4% | +14.1% |
| 3Y | +208.1% | -16.3% | +224.4% | +174.9% |
| All | +208.1% | -18.8% | +226.9% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling