+3,229.5%
DXCM vs CBOE
+1,045.3%
+2,184.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -3.6% | +0.4% | -2.2% |
| 30D | +6.3% | +5.1% | +1.3% | +4.4% |
| 3M | +21.1% | +4.6% | +16.5% | +18.4% |
| 6M | +20.6% | -0.3% | +20.8% | +18.5% |
| YTD | +32.4% | +19.8% | +12.7% | +22.0% |
| 1Y | +8.8% | +28.4% | -19.5% | -2.6% |
| 3Y | -13.7% | +104.1% | -117.8% | -36.8% |
| 5Y | -35.2% | +150.9% | -186.1% | -56.4% |
| 10Y | +281.8% | +393.5% | -111.7% | +83.2% |
| All | +3,229.5% | +1,045.3% | +2,184.2% | +979.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling