+32.9%
DIS vs DXCM
+412.4%
-379.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +0.6% | -9.2% | +9.8% | +2.0% |
| 30D | +10.3% | -6.5% | +16.8% | +11.3% |
| 3M | +15.6% | -10.3% | +25.8% | +17.2% |
| 6M | +15.1% | +35.4% | -20.3% | +9.3% |
| YTD | +6.0% | +21.1% | -15.1% | +2.1% |
| 1Y | +5.7% | +38.2% | -32.5% | -0.2% |
| 3Y | +39.8% | -14.6% | +54.4% | +35.8% |
| 5Y | -23.9% | -49.6% | +25.7% | -23.1% |
| 10Y | +32.9% | +393.1% | -360.1% | +10.1% |
| All | +32.9% | +412.4% | -379.5% | +10.1% |
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