+59.7%
DIA vs DXCM
-13.9%
+73.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +2.1% | +4.9% | -2.8% | +1.7% |
| 30D | +1.5% | -0.2% | +1.6% | +1.4% |
| 3M | -2.4% | -8.9% | +6.5% | -1.8% |
| 6M | +6.0% | +42.3% | -36.3% | +2.7% |
| YTD | +10.1% | +25.6% | -15.5% | +7.7% |
| 1Y | +11.8% | +39.5% | -27.7% | +8.6% |
| 3Y | +59.7% | -15.3% | +75.0% | +55.3% |
| All | +59.7% | -13.9% | +73.6% | +55.3% |
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