+41.5%
DRAM vs DXCM
+28.9%
+12.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.0% | +12.1% | +4.5% |
| 7D | -18.2% | -3.5% | -14.7% | -18.4% |
| 30D | -34.5% | -5.8% | -28.7% | -35.0% |
| 3M | -23.6% | -4.3% | -19.3% | -23.3% |
| 6M | -19.3% | +31.6% | -50.8% | -7.9% |
| All | +41.5% | +28.9% | +12.6% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling