-99.6%
DFNS vs DXCM
+44.8%
-144.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.6% | -25.0% | -19.3% |
| 7D | -27.7% | +12.5% | -40.2% | -29.5% |
| 30D | -58.0% | +1.8% | -59.8% | -58.0% |
| 3M | -94.0% | +1.8% | -95.8% | -94.0% |
| 6M | -94.6% | +47.4% | -142.0% | -94.8% |
| YTD | -99.4% | +33.3% | -132.7% | -99.4% |
| 1Y | -99.6% | +44.6% | -144.3% | -99.6% |
| All | -99.6% | +44.8% | -144.5% | -99.6% |
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