+252.9%
DXCM vs DD
+69.4%
+183.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -0.3% | -7.4% | +7.2% | +1.9% |
| 3M | +10.3% | -6.4% | +16.8% | +12.1% |
| 6M | +24.1% | -2.5% | +26.6% | +24.0% |
| YTD | +27.4% | +10.2% | +17.1% | +22.5% |
| 1Y | +8.4% | +36.9% | -28.6% | -2.6% |
| 3Y | -19.0% | +47.0% | -66.0% | -30.5% |
| 5Y | -38.6% | +63.1% | -101.7% | -49.6% |
| 10Y | +252.9% | +68.2% | +184.8% | +167.0% |
| All | +252.9% | +69.4% | +183.6% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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