-5.2%
DASH vs DXCM
-8.7%
+3.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.8% | +2.0% |
| 7D | +0.4% | -3.5% | +3.9% | +1.9% |
| 30D | -6.0% | -5.8% | -0.2% | -3.8% |
| 3M | -15.8% | -4.3% | -11.4% | -14.4% |
| 6M | +7.0% | +31.6% | -24.6% | -4.0% |
| YTD | -20.7% | +19.6% | -40.3% | -26.5% |
| 1Y | -8.5% | +36.9% | -45.4% | -19.6% |
| 3Y | +101.8% | -16.3% | +118.1% | +83.1% |
| 5Y | -9.6% | -50.0% | +40.4% | -4.9% |
| All | -5.2% | -8.7% | +3.5% | -26.3% |
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 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