-100.0%
DFNS vs DXCM
-13.9%
-86.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.6% |
| 7D | -6.0% | +4.9% | -10.9% | -6.2% |
| 30D | -71.2% | -0.2% | -71.0% | -71.1% |
| 3M | -94.5% | -8.9% | -85.6% | -94.5% |
| 6M | -96.5% | +42.3% | -138.8% | -96.5% |
| YTD | -99.6% | +25.6% | -125.2% | -99.6% |
| 1Y | -99.7% | +39.5% | -139.2% | -99.7% |
| 3Y | -100.0% | -15.3% | -84.7% | -100.0% |
| All | -100.0% | -13.9% | -86.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling