+36.5%
DXCM vs DD
+29.4%
+7.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -3.6% | +6.7% | -10.4% | -4.5% |
| 30D | -4.3% | +19.4% | -23.7% | -7.0% |
| 3M | -10.4% | +7.6% | -18.0% | -11.4% |
| 6M | +33.1% | +2.9% | +30.2% | +32.9% |
| YTD | +22.6% | +29.9% | -7.2% | +11.1% |
| 1Y | +36.5% | +28.6% | +7.9% | +24.8% |
| All | +36.5% | +29.4% | +7.1% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling