-100.0%
DFNS vs DXCM
-26.3%
-73.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -6.0% | -6.2% | -12.1% |
| 7D | -44.0% | -3.5% | -40.5% | -43.9% |
| 30D | -69.1% | -5.8% | -63.3% | -69.1% |
| 3M | -95.6% | -4.3% | -91.3% | -95.6% |
| 6M | -96.2% | +31.6% | -127.7% | -96.2% |
| YTD | -99.6% | +19.6% | -119.2% | -99.6% |
| 1Y | -99.7% | +36.9% | -136.6% | -99.7% |
| 3Y | -100.0% | -16.3% | -83.7% | -100.0% |
| 5Y | -100.0% | -50.0% | -50.0% | -100.0% |
| All | -100.0% | -26.3% | -73.7% | -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