+257.0%
DXCM vs CBOE
+368.5%
-111.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.2% |
| 7D | -5.5% | -5.8% | +0.3% | -4.1% |
| 30D | -8.6% | -3.1% | -5.4% | -7.9% |
| 3M | +10.3% | -4.8% | +15.1% | +11.2% |
| 6M | +25.2% | -0.6% | +25.8% | +23.4% |
| YTD | +25.1% | +12.8% | +12.3% | +18.8% |
| 1Y | +9.2% | +19.8% | -10.5% | +1.5% |
| 3Y | -22.6% | +86.9% | -109.6% | -39.5% |
| 5Y | -39.5% | +136.5% | -176.1% | -56.9% |
| All | +257.0% | +368.5% | -111.5% | +82.9% |
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