+378.3%
DDOG vs DXCM
+105.9%
+272.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | -16.9% | -4.4% | -12.5% | -16.1% |
| 30D | -38.8% | -3.6% | -35.1% | -38.6% |
| 3M | -23.2% | -4.3% | -18.9% | -23.0% |
| 6M | -10.3% | +33.8% | -44.0% | -21.4% |
| YTD | +32.1% | +22.1% | +9.9% | +18.9% |
| 1Y | -6.1% | +47.4% | -53.5% | -21.4% |
| 3Y | +79.2% | -12.3% | +91.5% | +56.8% |
| 5Y | -8.6% | -49.1% | +40.5% | -2.4% |
| All | +378.3% | +105.9% | +272.5% | +297.8% |
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 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