+34.2%
DIS vs DXCM
+410.2%
-376.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.5% |
| 7D | +5.2% | -3.5% | +8.7% | +5.8% |
| 30D | +11.5% | -5.8% | +17.3% | +12.3% |
| 3M | +11.5% | -4.3% | +15.9% | +12.0% |
| 6M | +8.9% | +31.6% | -22.7% | +3.8% |
| YTD | +3.4% | +19.6% | -16.2% | -0.2% |
| 1Y | +7.2% | +36.9% | -29.7% | +1.4% |
| 3Y | +43.3% | -16.3% | +59.6% | +39.6% |
| 5Y | -31.4% | -50.0% | +18.6% | -30.7% |
| All | +34.2% | +410.2% | -376.0% | +10.3% |
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 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