+36.0%
DIS vs DXCM
-13.1%
+49.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.7% |
| 7D | +5.3% | -4.4% | +9.7% | +5.9% |
| 30D | +10.2% | -3.6% | +13.9% | +10.7% |
| 3M | +13.5% | -4.3% | +17.9% | +14.0% |
| 6M | +11.1% | +33.8% | -22.6% | +5.9% |
| YTD | +5.5% | +22.1% | -16.6% | +1.7% |
| 1Y | +9.1% | +47.4% | -38.3% | +2.6% |
| 3Y | +36.0% | -12.3% | +48.3% | +21.6% |
| All | +36.0% | -13.1% | +49.1% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling