+553.7%
DUK vs DXCM
+2,699.0%
-2,145.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +1.1% |
| 7D | +0.7% | -6.2% | +6.9% | +1.1% |
| 30D | -2.0% | -0.3% | -1.8% | -2.1% |
| 3M | +0.2% | +10.3% | -10.1% | -0.6% |
| 6M | -6.9% | +24.1% | -31.0% | -8.4% |
| YTD | +6.1% | +27.4% | -21.2% | +4.1% |
| 1Y | +4.4% | +8.4% | -3.9% | +3.3% |
| 3Y | +49.1% | -19.0% | +68.1% | +47.4% |
| 5Y | +39.6% | -38.6% | +78.1% | +38.6% |
| 10Y | +125.1% | +252.9% | -127.8% | +91.2% |
| All | +553.7% | +2,699.0% | -2,145.4% | +303.5% |
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