+19.8%
DDOG vs DXCM
+44.8%
-25.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.6% | -21.1% | -14.3% |
| 7D | -32.2% | +12.5% | -44.8% | -32.4% |
| 30D | -31.7% | +1.8% | -33.5% | -31.3% |
| 3M | -34.5% | +1.8% | -36.3% | -34.1% |
| 6M | +28.7% | +47.4% | -18.7% | +25.0% |
| YTD | +38.8% | +33.3% | +5.5% | +37.1% |
| 1Y | +19.8% | +44.6% | -24.8% | +23.0% |
| All | +19.8% | +44.8% | -25.0% | +23.0% |
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