+246.2%
DIA vs DXCM
+256.6%
-10.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.7% |
| 7D | +0.1% | -6.2% | +6.3% | +0.8% |
| 30D | -2.1% | -0.3% | -1.8% | -2.1% |
| 3M | +4.2% | +10.3% | -6.2% | +2.7% |
| 6M | +11.9% | +24.1% | -12.2% | +8.6% |
| YTD | +10.8% | +27.4% | -16.5% | +7.1% |
| 1Y | +17.5% | +8.4% | +9.1% | +15.3% |
| 3Y | +59.9% | -19.0% | +78.9% | +56.8% |
| 5Y | +64.1% | -38.6% | +102.7% | +62.4% |
| 10Y | +246.2% | +252.9% | -6.7% | +205.6% |
| All | +246.2% | +256.6% | -10.4% | +205.6% |
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