+467.1%
DDOG vs DXCM
+123.2%
+343.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.1% |
| 7D | -10.1% | -3.2% | -6.9% | -9.1% |
| 30D | -24.8% | +6.3% | -31.1% | -26.4% |
| 3M | -12.6% | +21.1% | -33.7% | -19.3% |
| 6M | +79.9% | +20.6% | +59.4% | +65.6% |
| YTD | +56.6% | +32.4% | +24.1% | +38.8% |
| 1Y | +61.6% | +8.8% | +52.7% | +51.7% |
| 3Y | +117.9% | -13.7% | +131.6% | +95.1% |
| 5Y | +54.2% | -35.2% | +89.4% | +52.4% |
| All | +467.1% | +123.2% | +343.8% | +364.3% |
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