-8.9%
DASH vs DXCM
-6.4%
-2.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.7% |
| 7D | -4.1% | -3.6% | -0.4% | -2.9% |
| 30D | -10.6% | -4.3% | -6.3% | -9.0% |
| 3M | -18.8% | -10.4% | -8.4% | -15.6% |
| 6M | +11.2% | +33.1% | -21.9% | -0.7% |
| YTD | -23.8% | +22.6% | -46.4% | -30.1% |
| 1Y | -12.2% | +36.5% | -48.7% | -22.5% |
| 3Y | +97.3% | -13.5% | +110.8% | +76.5% |
| 5Y | -29.8% | -49.6% | +19.8% | -26.4% |
| All | -8.9% | -6.4% | -2.5% | -29.9% |
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 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