-10.1%
DDOG vs DXCM
+47.0%
-57.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.3% |
| 7D | -16.9% | -4.4% | -12.5% | -16.6% |
| 30D | -38.8% | -3.6% | -35.1% | -38.6% |
| 3M | -23.2% | -4.3% | -18.9% | -22.9% |
| 6M | -10.3% | +33.8% | -44.0% | -14.9% |
| YTD | +32.1% | +22.1% | +9.9% | +26.6% |
| All | -10.1% | +47.0% | -57.0% | -18.1% |
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