-100.0%
DFNS vs DXCM
-24.7%
-75.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.0% |
| 7D | -42.8% | -4.4% | -38.5% | -42.7% |
| 30D | -67.6% | -3.6% | -63.9% | -67.5% |
| 3M | -94.9% | -4.3% | -90.5% | -94.9% |
| 6M | -96.7% | +33.8% | -130.5% | -96.7% |
| YTD | -99.6% | +22.1% | -121.8% | -99.6% |
| 1Y | -99.7% | +47.4% | -147.1% | -99.7% |
| 3Y | -100.0% | -12.3% | -87.7% | -100.0% |
| 5Y | -100.0% | -49.1% | -50.9% | -100.0% |
| All | -100.0% | -24.7% | -75.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling