+125.9%
DUK vs DXCM
+266.8%
-140.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.9% |
| 7D | -1.7% | -5.8% | +4.1% | -1.4% |
| 30D | -2.2% | -5.6% | +3.4% | -2.0% |
| 3M | -3.7% | +13.0% | -16.7% | -4.3% |
| 6M | -6.3% | +24.7% | -31.0% | -7.4% |
| YTD | +4.5% | +27.3% | -22.8% | +3.2% |
| 1Y | +1.8% | +11.2% | -9.4% | +1.0% |
| 3Y | +46.8% | -19.0% | +65.8% | +45.8% |
| 5Y | +40.2% | -38.5% | +78.7% | +39.4% |
| All | +125.9% | +266.8% | -140.9% | +129.8% |
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 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