-12.3%
DXCM vs DBX
+24.2%
-36.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +3.2% |
| 7D | -4.4% | -8.6% | +4.2% | -2.8% |
| 30D | -3.6% | -5.2% | +1.6% | -2.7% |
| 3M | -4.3% | -6.4% | +2.1% | -3.4% |
| 6M | +33.8% | +12.7% | +21.0% | +30.2% |
| YTD | +22.1% | +17.2% | +5.0% | +18.1% |
| 1Y | +47.4% | +5.5% | +41.9% | +45.3% |
| 3Y | -12.3% | +24.1% | -36.4% | -18.0% |
| All | -12.3% | +24.2% | -36.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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