+8.4%
DXCM vs DG
+18.0%
-9.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -2.6% |
| 7D | -6.2% | -2.5% | -3.8% | -5.5% |
| 30D | -0.3% | +1.0% | -1.3% | -0.7% |
| 3M | +10.3% | +20.3% | -10.0% | +4.2% |
| 6M | +24.1% | -11.7% | +35.9% | +26.6% |
| YTD | +27.4% | -2.3% | +29.7% | +26.7% |
| 1Y | +8.4% | +20.0% | -11.6% | +2.0% |
| All | +8.4% | +18.0% | -9.6% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling