+9.1%
DUK vs DXCM
+40.8%
-31.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.3% |
| 7D | +1.9% | +4.9% | -3.0% | +2.0% |
| 30D | +8.9% | -0.2% | +9.0% | +8.9% |
| 3M | +5.6% | -8.9% | +14.5% | +5.4% |
| 6M | +7.0% | +42.3% | -35.3% | +7.6% |
| YTD | +14.0% | +25.6% | -11.5% | +13.4% |
| 1Y | +9.1% | +39.5% | -30.4% | +9.1% |
| All | +9.1% | +40.8% | -31.7% | +9.1% |
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