+373.3%
DXCM vs CBOE
+514.1%
-140.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.6% | +4.5% | -8.1% | -4.7% |
| 30D | -4.3% | +26.2% | -30.5% | -9.8% |
| 3M | -10.4% | +27.1% | -37.5% | -16.0% |
| 6M | +33.1% | +4.2% | +28.9% | +30.6% |
| YTD | +22.6% | +48.0% | -25.4% | +8.4% |
| 1Y | +36.5% | +42.4% | -5.9% | +22.0% |
| 3Y | -13.5% | +116.8% | -130.3% | -34.0% |
| 5Y | -49.6% | +199.0% | -248.7% | -66.2% |
| All | +373.3% | +514.1% | -140.8% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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