-98.3%
DFNS vs DXCM
+11.0%
-109.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | -16.0% | -3.2% | -12.8% | -15.5% |
| 30D | -77.7% | +6.3% | -84.0% | -77.9% |
| 3M | -77.2% | +21.1% | -98.3% | -75.8% |
| 6M | -95.2% | +20.6% | -115.8% | -95.0% |
| YTD | -98.0% | +32.4% | -130.4% | -97.8% |
| 1Y | -98.3% | +8.8% | -107.1% | -98.2% |
| All | -98.3% | +11.0% | -109.2% | -98.2% |
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