+411.0%
DXCM vs DBX
+20.1%
+390.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | +6.3% | -0.5% | +6.8% | +6.3% |
| 3M | +21.1% | +28.1% | -7.0% | +10.4% |
| 6M | +20.6% | +33.1% | -12.5% | +7.2% |
| YTD | +32.4% | +25.3% | +7.2% | +20.1% |
| 1Y | +8.8% | +18.3% | -9.5% | 0.0% |
| 3Y | -13.7% | +25.0% | -38.8% | -25.6% |
| 5Y | -35.2% | +7.5% | -42.7% | -42.6% |
| All | +411.0% | +20.1% | +390.9% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling