+308.7%
COF vs DXCM
+2,810.6%
-2,501.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | -0.6% | +6.3% | -6.9% | -1.9% |
| 3M | +20.3% | +21.1% | -0.8% | +14.8% |
| 6M | +13.0% | +20.6% | -7.6% | +7.6% |
| YTD | -8.3% | +32.4% | -40.8% | -14.6% |
| 1Y | -1.5% | +8.8% | -10.3% | -4.9% |
| 3Y | +122.3% | -13.7% | +136.0% | +112.4% |
| 5Y | +52.5% | -35.2% | +87.7% | +49.9% |
| 10Y | +264.9% | +281.8% | -16.9% | +111.9% |
| All | +308.7% | +2,810.6% | -2,501.9% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling