+438.9%
DIS vs DXCM
+2,696.7%
-2,257.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.1% | -0.8% |
| 7D | +5.7% | +5.7% | 0.0% | +4.8% |
| 30D | +12.7% | +1.3% | +11.4% | +12.4% |
| 3M | +15.2% | +2.2% | +13.0% | +14.6% |
| 6M | +17.6% | +42.0% | -24.4% | +11.0% |
| YTD | +3.8% | +27.3% | -23.4% | -0.5% |
| 1Y | +6.8% | +42.5% | -35.7% | +0.5% |
| 3Y | +42.1% | -13.3% | +55.5% | +38.4% |
| 5Y | -31.2% | -46.8% | +15.7% | -29.9% |
| 10Y | +37.6% | +445.8% | -408.2% | -5.3% |
| All | +438.9% | +2,696.7% | -2,257.8% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling