+581.0%
COP vs DXCM
+2,810.6%
-2,229.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +3.0% | -3.2% | +6.2% | +3.4% |
| 30D | +17.5% | +6.3% | +11.1% | +16.6% |
| 3M | +13.4% | +21.1% | -7.7% | +10.3% |
| 6M | +17.7% | +20.6% | -2.8% | +14.2% |
| YTD | +46.6% | +32.4% | +14.1% | +40.3% |
| 1Y | +44.6% | +8.8% | +35.8% | +41.4% |
| 3Y | +20.7% | -13.7% | +34.4% | +16.8% |
| 5Y | +185.0% | -35.2% | +220.2% | +178.8% |
| 10Y | +347.0% | +281.8% | +65.2% | +220.6% |
| All | +581.0% | +2,810.6% | -2,229.6% | +185.8% |
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