+36.3%
DIS vs DXCM
+411.4%
-375.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +4.4% | -3.7% | +8.1% | +5.0% |
| 30D | +10.3% | -5.0% | +15.3% | +11.1% |
| 3M | +15.5% | -8.8% | +24.4% | +16.9% |
| 6M | +11.2% | +31.9% | -20.7% | +5.9% |
| YTD | +5.6% | +20.4% | -14.8% | +1.8% |
| 1Y | +7.7% | +45.7% | -38.0% | +1.0% |
| 3Y | +39.3% | -15.0% | +54.3% | +35.4% |
| 5Y | -29.5% | -48.5% | +19.0% | -29.0% |
| 10Y | +36.3% | +411.2% | -375.0% | +11.9% |
| All | +36.3% | +411.4% | -375.2% | +11.9% |
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