-16.3%
DXCM vs DD
+78.0%
-94.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.2% |
| 7D | -3.5% | +4.6% | -8.1% | -4.6% |
| 30D | -5.8% | +11.8% | -17.6% | -8.3% |
| 3M | -4.3% | +2.2% | -6.5% | -5.0% |
| 6M | +31.6% | -1.6% | +33.2% | +31.4% |
| YTD | +19.6% | +23.0% | -3.4% | +12.4% |
| 1Y | +36.9% | +26.9% | +9.9% | +27.5% |
| 3Y | -16.3% | +77.9% | -94.2% | -32.7% |
| All | -16.3% | +78.0% | -94.2% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling