+602.3%
DUK vs DXCM
+2,659.3%
-2,057.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | +1.9% | +4.9% | -3.0% | +1.6% |
| 30D | +8.9% | -0.2% | +9.0% | +8.8% |
| 3M | +5.6% | -8.9% | +14.5% | +6.1% |
| 6M | +7.0% | +42.3% | -35.3% | +4.3% |
| YTD | +14.0% | +25.6% | -11.5% | +11.9% |
| 1Y | +9.1% | +39.5% | -30.4% | +6.3% |
| 3Y | +67.6% | -15.3% | +82.9% | +65.4% |
| 5Y | +56.6% | -48.4% | +105.0% | +57.4% |
| 10Y | +159.8% | +411.4% | -251.6% | +114.6% |
| All | +602.3% | +2,659.3% | -2,057.0% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling