+65.7%
DIA vs DXCM
-35.5%
+101.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -1.5% | +6.3% | -7.9% | -2.2% |
| 3M | +3.8% | +21.1% | -17.3% | +1.2% |
| 6M | +10.3% | +20.6% | -10.3% | +7.4% |
| YTD | +12.1% | +32.4% | -20.3% | +7.9% |
| 1Y | +18.6% | +8.8% | +9.8% | +16.5% |
| 3Y | +60.6% | -13.7% | +74.4% | +55.4% |
| All | +65.7% | -35.5% | +101.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling