-100.0%
DFNS vs DXCM
-24.4%
-75.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.3% | -20.6% | -19.4% |
| 7D | -12.7% | -3.6% | -9.0% | -12.6% |
| 30D | -65.2% | -4.3% | -60.9% | -65.2% |
| 3M | -94.6% | -10.4% | -84.2% | -94.5% |
| 6M | -96.2% | +33.1% | -129.4% | -96.2% |
| YTD | -99.6% | +22.6% | -122.2% | -99.6% |
| 1Y | -99.7% | +36.5% | -136.2% | -99.7% |
| 3Y | -100.0% | -13.5% | -86.5% | -100.0% |
| 5Y | -100.0% | -49.6% | -50.3% | -100.0% |
| All | -100.0% | -24.4% | -75.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling