+2,623.0%
DXCM vs DD
+251.1%
+2,371.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -3.7% | +2.2% | -5.9% | -4.7% |
| 30D | -5.0% | +20.7% | -25.7% | -12.6% |
| 3M | -8.8% | +11.3% | -20.1% | -13.4% |
| 6M | +31.9% | +6.0% | +25.9% | +26.9% |
| YTD | +20.4% | +31.7% | -11.3% | +4.7% |
| 1Y | +45.7% | +32.2% | +13.5% | +26.5% |
| 3Y | -15.0% | +92.7% | -107.7% | -40.0% |
| 5Y | -48.5% | +72.1% | -120.6% | -62.4% |
| 10Y | +411.2% | +99.7% | +311.6% | +207.0% |
| All | +2,623.0% | +251.1% | +2,371.9% | +931.8% |
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 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