+260.9%
DXCM vs DG
+102.6%
+158.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -6.5% | -4.8% | -1.6% | -5.3% |
| 30D | -4.3% | +1.8% | -6.1% | -4.8% |
| 3M | +7.3% | +14.5% | -7.2% | +3.4% |
| 6M | +22.0% | -13.6% | +35.6% | +26.0% |
| YTD | +26.4% | -4.8% | +31.2% | +27.2% |
| 1Y | +7.0% | +21.6% | -14.6% | +0.7% |
| 3Y | -19.6% | +4.5% | -24.1% | -24.5% |
| 5Y | -39.3% | -38.5% | -0.8% | -32.0% |
| 10Y | +260.9% | +102.2% | +158.7% | +159.6% |
| All | +260.9% | +102.6% | +158.3% | +159.6% |
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