+384.2%
DIS vs DXCM
+2,810.6%
-2,426.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.4% |
| 7D | -2.6% | -3.2% | +0.6% | -2.1% |
| 30D | +3.5% | +6.3% | -2.9% | +2.5% |
| 3M | +6.8% | +21.1% | -14.3% | +3.5% |
| 6M | +3.0% | +20.6% | -17.6% | -0.3% |
| YTD | -6.7% | +32.4% | -39.2% | -11.0% |
| 1Y | -10.1% | +8.8% | -18.9% | -12.2% |
| 3Y | +33.0% | -13.7% | +46.8% | +29.3% |
| 5Y | -40.0% | -35.2% | -4.8% | -40.6% |
| 10Y | +21.1% | +281.8% | -260.7% | -12.5% |
| All | +384.2% | +2,810.6% | -2,426.4% | +97.3% |
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 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