-12.7%
DASH vs DXCM
+44.9%
-57.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -1.1% |
| 30D | -9.3% | -5.0% | -4.3% | -7.3% |
| 3M | -15.1% | -8.8% | -6.2% | -12.3% |
| 6M | +8.7% | +31.9% | -23.1% | -2.6% |
| YTD | -21.3% | +20.4% | -41.7% | -25.6% |
| 1Y | -12.7% | +45.7% | -58.4% | -15.0% |
| All | -12.7% | +44.9% | -57.5% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling