-4.5%
DASH vs DXCM
-6.8%
+2.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | 0.0% |
| 7D | -4.8% | -4.4% | -0.4% | -3.1% |
| 30D | -7.9% | -3.6% | -4.3% | -6.5% |
| 3M | -16.3% | -4.3% | -12.0% | -15.0% |
| 6M | +10.4% | +33.8% | -23.4% | -1.6% |
| YTD | -20.1% | +22.1% | -42.2% | -26.5% |
| 1Y | -11.4% | +47.4% | -58.8% | -24.1% |
| 3Y | +114.1% | -12.3% | +126.3% | +90.0% |
| 5Y | -5.8% | -49.1% | +43.3% | -1.6% |
| All | -4.5% | -6.8% | +2.3% | -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