+376.8%
DDOG vs DXCM
+101.7%
+275.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +4.6% |
| 7D | -23.9% | -3.5% | -20.4% | -23.5% |
| 30D | -34.0% | -5.8% | -28.2% | -33.4% |
| 3M | -21.9% | -4.3% | -17.6% | -21.7% |
| 6M | +24.6% | +31.6% | -7.0% | +9.8% |
| YTD | +31.7% | +19.6% | +12.0% | +19.4% |
| 1Y | -6.2% | +36.9% | -43.0% | -19.4% |
| 3Y | +125.1% | -16.3% | +141.3% | +101.2% |
| 5Y | -3.5% | -50.0% | +46.5% | +3.7% |
| All | +376.8% | +101.7% | +275.1% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling