+102.1%
DASH vs DXCM
-13.6%
+115.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -8.5% |
| 7D | +0.5% | +5.7% | -5.2% | -0.3% |
| 30D | -7.1% | +1.3% | -8.4% | -7.1% |
| 3M | -13.2% | +2.2% | -15.4% | -13.4% |
| 6M | +8.3% | +42.0% | -33.7% | +1.7% |
| YTD | -20.6% | +27.3% | -47.8% | -24.0% |
| 1Y | -24.4% | +42.5% | -66.9% | -28.9% |
| All | +102.1% | -13.6% | +115.7% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling