+267.0%
DXCM vs DAR
+353.7%
-86.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | +6.3% | +12.8% | -6.4% | +2.7% |
| 3M | +21.1% | +7.4% | +13.7% | +18.2% |
| 6M | +20.6% | +22.3% | -1.7% | +12.9% |
| YTD | +32.4% | +81.1% | -48.6% | +10.8% |
| 1Y | +8.8% | +106.5% | -97.7% | -12.7% |
| 3Y | -13.7% | +5.3% | -19.0% | -19.0% |
| 5Y | -35.2% | -11.5% | -23.6% | -37.6% |
| All | +267.0% | +353.7% | -86.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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