-15.3%
DXCM vs DAR
+33.7%
-49.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.2% |
| 7D | +4.9% | +11.6% | -6.6% | +3.3% |
| 30D | -0.2% | -10.2% | +10.1% | +1.2% |
| 3M | -8.9% | -14.8% | +5.9% | -7.1% |
| 6M | +42.3% | -10.1% | +52.3% | +43.6% |
| YTD | +25.6% | +55.5% | -30.0% | +14.9% |
| 1Y | +39.5% | +61.7% | -22.1% | +26.6% |
| 3Y | -15.3% | +37.2% | -52.4% | -19.4% |
| All | -15.3% | +33.7% | -49.0% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling