-16.2%
DXCM vs DD
+46.1%
-62.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.2% | -3.5% | +0.3% | -2.5% |
| 30D | +6.3% | -10.3% | +16.7% | +8.7% |
| 3M | +21.1% | -7.5% | +28.6% | +22.8% |
| 6M | +20.6% | -8.0% | +28.6% | +21.9% |
| YTD | +32.4% | +10.5% | +22.0% | +28.4% |
| 1Y | +8.8% | +38.3% | -29.4% | +0.1% |
| All | -16.2% | +46.1% | -62.4% | -27.0% |
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 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