-49.6%
DXCM vs DAR
-29.6%
-20.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | -3.6% | +9.2% | -12.8% | -5.6% |
| 30D | -4.3% | -12.3% | +8.0% | -1.6% |
| 3M | -10.4% | -12.7% | +2.4% | -8.0% |
| 6M | +33.1% | -12.8% | +45.9% | +36.2% |
| YTD | +22.6% | +53.8% | -31.1% | +7.8% |
| 1Y | +36.5% | +60.3% | -23.7% | +18.5% |
| 3Y | -13.5% | +31.7% | -45.2% | -24.3% |
| 5Y | -49.6% | -27.7% | -21.9% | -49.9% |
| All | -49.6% | -29.6% | -20.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling