+175.7%
COF vs DXCM
+402.7%
-227.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | -3.4% | +4.9% | -8.3% | -4.2% |
| 30D | +0.4% | -0.2% | +0.5% | +0.2% |
| 3M | -12.5% | -8.9% | -3.6% | -11.4% |
| 6M | +8.3% | +42.3% | -34.0% | +1.1% |
| YTD | -18.6% | +25.6% | -44.1% | -22.5% |
| 1Y | -8.6% | +39.5% | -48.2% | -14.6% |
| 3Y | +94.7% | -15.3% | +109.9% | +88.4% |
| 5Y | +35.3% | -48.4% | +83.8% | +36.7% |
| All | +175.7% | +402.7% | -227.0% | +108.9% |
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