+162.6%
DUK vs DXCM
+402.7%
-240.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.2% |
| 7D | +1.9% | +4.9% | -3.0% | +1.7% |
| 30D | +8.9% | -0.2% | +9.0% | +8.8% |
| 3M | +5.6% | -8.9% | +14.5% | +5.9% |
| 6M | +7.0% | +42.3% | -35.3% | +5.3% |
| YTD | +14.0% | +25.6% | -11.5% | +12.7% |
| 1Y | +9.1% | +39.5% | -30.4% | +7.3% |
| 3Y | +67.6% | -15.3% | +82.9% | +66.1% |
| 5Y | +56.6% | -48.4% | +105.0% | +57.0% |
| All | +162.6% | +402.7% | -240.2% | +155.8% |
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