+384.5%
DXCM vs DG
+105.2%
+279.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | -0.2% | +3.2% | -3.4% | -1.0% |
| 3M | -8.9% | +10.4% | -19.3% | -11.5% |
| 6M | +42.3% | +33.2% | +9.1% | +31.6% |
| YTD | +25.6% | +3.0% | +22.6% | +23.5% |
| 1Y | +39.5% | +31.2% | +8.3% | +28.6% |
| 3Y | -15.3% | +21.8% | -37.1% | -23.9% |
| 5Y | -48.4% | -35.0% | -13.5% | -43.0% |
| All | +384.5% | +105.2% | +279.3% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling