+8.3%
DIS vs DXCM
+44.8%
-36.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.5% | +2.9% |
| 7D | +9.1% | +12.5% | -3.5% | +6.8% |
| 30D | +14.8% | +1.8% | +13.0% | +14.2% |
| 3M | +21.2% | +1.8% | +19.4% | +20.3% |
| 6M | +18.3% | +47.4% | -29.1% | +7.1% |
| YTD | +5.4% | +33.3% | -28.0% | -2.4% |
| 1Y | +8.3% | +44.6% | -36.4% | -1.5% |
| All | +8.3% | +44.8% | -36.6% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling