+2,894.9%
DXCM vs DD
+194.5%
+2,700.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -3.2% | -3.5% | +0.3% | -1.8% |
| 30D | +6.3% | -10.3% | +16.7% | +11.2% |
| 3M | +21.1% | -7.5% | +28.6% | +24.6% |
| 6M | +20.6% | -8.0% | +28.6% | +23.4% |
| YTD | +32.4% | +10.5% | +22.0% | +24.8% |
| 1Y | +8.8% | +38.3% | -29.4% | -7.5% |
| 3Y | -13.7% | +42.5% | -56.2% | -30.5% |
| 5Y | -35.2% | +60.2% | -95.4% | -51.3% |
| 10Y | +281.8% | +68.9% | +212.9% | +147.2% |
| All | +2,894.9% | +194.5% | +2,700.4% | +1,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling