-19.0%
DXCM vs CBOE
+95.4%
-114.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.8% |
| 7D | -6.2% | -4.6% | -1.6% | -6.3% |
| 30D | -0.3% | +2.6% | -2.9% | -0.2% |
| 3M | +10.3% | +4.9% | +5.4% | +10.7% |
| 6M | +24.1% | -2.2% | +26.3% | +23.9% |
| YTD | +27.4% | +17.7% | +9.6% | +28.5% |
| 1Y | +8.4% | +26.1% | -17.7% | +9.8% |
| 3Y | -19.0% | +97.1% | -116.1% | -22.2% |
| All | -19.0% | +95.4% | -114.4% | -22.2% |
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 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