-19.0%
DXCM vs DINO
+106.4%
-125.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.1% |
| 7D | -6.2% | +4.2% | -10.4% | -6.7% |
| 30D | -0.3% | +33.9% | -34.1% | -3.5% |
| 3M | +10.3% | +50.5% | -40.2% | +5.3% |
| 6M | +24.1% | +95.2% | -71.0% | +14.6% |
| YTD | +27.4% | +140.6% | -113.2% | +13.1% |
| 1Y | +8.4% | +119.0% | -110.6% | -2.2% |
| 3Y | -19.0% | +100.4% | -119.4% | -31.0% |
| All | -19.0% | +106.4% | -125.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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