+35.4%
DXCM vs DE
+20.8%
+14.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -9.2% | +2.3% | -11.4% | -9.1% |
| 30D | -6.5% | +9.3% | -15.8% | -6.0% |
| 3M | -10.3% | +12.2% | -22.5% | -9.3% |
| 6M | +35.4% | +18.1% | +17.3% | +38.5% |
| All | +35.4% | +20.8% | +14.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 6mo: compounded portfolio wealth divided by compounded DE 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…
6mo analysis · Full analysis span regression · 6 months rolling