-15.3%
DXCM vs CBOE
+119.7%
-134.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.4% |
| 7D | +4.9% | +6.3% | -1.3% | +4.9% |
| 30D | -0.2% | +24.9% | -25.1% | -0.1% |
| 3M | -8.9% | +28.5% | -37.4% | -8.9% |
| 6M | +42.3% | +2.9% | +39.4% | +41.3% |
| YTD | +25.6% | +50.7% | -25.1% | +26.8% |
| 1Y | +39.5% | +45.5% | -5.9% | +40.5% |
| 3Y | -15.3% | +116.3% | -131.6% | -17.7% |
| All | -15.3% | +119.7% | -134.9% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling