+36.8%
COF vs DXCM
-49.8%
+86.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -4.5% | -9.2% | +4.7% | -2.7% |
| 30D | -2.0% | -6.5% | +4.5% | -0.9% |
| 3M | -9.7% | -10.3% | +0.5% | -8.1% |
| 6M | +8.0% | +35.4% | -27.4% | +0.6% |
| YTD | -17.7% | +21.1% | -38.8% | -21.7% |
| 1Y | -9.3% | +38.2% | -47.5% | -16.0% |
| 3Y | +96.3% | -14.6% | +110.9% | +85.0% |
| All | +36.8% | -49.8% | +86.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling