+7.4%
DASH vs DXCM
-35.5%
+42.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.9% |
| 7D | -10.6% | -3.2% | -7.3% | -9.5% |
| 30D | +2.2% | +6.3% | -4.2% | -0.1% |
| 3M | +32.3% | +21.1% | +11.2% | +22.5% |
| 6M | +19.1% | +20.6% | -1.5% | +10.0% |
| YTD | -6.5% | +32.4% | -39.0% | -16.5% |
| 1Y | -14.9% | +8.8% | -23.7% | -19.4% |
| 3Y | +151.9% | -13.7% | +165.7% | +125.0% |
| All | +7.4% | -35.5% | +42.9% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling