+459.9%
DDOG vs DXCM
+114.7%
+345.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | +0.1% |
| 7D | -6.1% | -6.2% | +0.1% | -3.9% |
| 30D | -10.1% | -0.3% | -9.9% | -10.0% |
| 3M | -9.3% | +10.3% | -19.6% | -13.2% |
| 6M | +67.2% | +24.1% | +43.1% | +52.3% |
| YTD | +54.6% | +27.4% | +27.2% | +38.9% |
| 1Y | +54.1% | +8.4% | +45.7% | +44.7% |
| 3Y | +115.3% | -19.0% | +134.3% | +98.4% |
| 5Y | +50.6% | -38.6% | +89.2% | +51.8% |
| All | +459.9% | +114.7% | +345.2% | +364.9% |
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