-16.3%
DXCM vs DG
+19.3%
-35.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -2.9% | -5.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | -5.8% | +9.5% | -15.3% | -7.1% |
| 3M | -4.3% | +5.5% | -9.8% | -5.3% |
| 6M | +31.6% | +16.1% | +15.5% | +28.1% |
| YTD | +19.6% | +2.7% | +17.0% | +18.4% |
| 1Y | +36.9% | +42.1% | -5.2% | +30.5% |
| 3Y | -16.3% | +19.3% | -35.5% | -15.4% |
| All | -16.3% | +19.3% | -35.6% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling