+39.6%
DUK vs DXCM
-38.0%
+77.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.1% | -6.5% | +6.4% | +0.1% |
| 30D | +0.2% | -4.3% | +4.5% | +0.4% |
| 3M | -1.9% | +7.3% | -9.2% | -2.2% |
| 6M | -6.5% | +22.0% | -28.5% | -7.2% |
| YTD | +5.4% | +26.4% | -20.9% | +4.5% |
| 1Y | +3.6% | +7.0% | -3.4% | +3.1% |
| 3Y | +48.1% | -19.6% | +67.7% | +47.5% |
| 5Y | +39.6% | -39.3% | +78.9% | +31.3% |
| All | +39.6% | -38.0% | +77.6% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling