-50.1%
DXCM vs DD
+58.5%
-108.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.3% |
| 7D | -3.5% | +4.6% | -8.1% | -5.2% |
| 30D | -5.8% | +11.8% | -17.6% | -9.6% |
| 3M | -4.3% | +2.2% | -6.5% | -5.4% |
| 6M | +31.6% | -1.6% | +33.2% | +31.1% |
| YTD | +19.6% | +23.0% | -3.4% | +8.9% |
| 1Y | +36.9% | +26.9% | +9.9% | +23.0% |
| 3Y | -16.3% | +77.9% | -94.2% | -37.6% |
| All | -50.1% | +58.5% | -108.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling