+120.8%
COF vs DXCM
-19.6%
+140.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -2.7% | -6.5% | +3.8% | -1.6% |
| 30D | -3.4% | -4.3% | +0.9% | -2.7% |
| 3M | +15.4% | +7.3% | +8.1% | +13.9% |
| 6M | +14.4% | +22.0% | -7.6% | +10.4% |
| YTD | -12.0% | +26.4% | -38.4% | -15.5% |
| 1Y | -3.7% | +7.0% | -10.7% | -5.7% |
| All | +120.8% | -19.6% | +140.4% | +95.9% |
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