-4.3%
DXCM vs DOW
+5.9%
-10.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.8% |
| 7D | -3.5% | -9.5% | +6.0% | -2.8% |
| 30D | -5.8% | +13.1% | -18.9% | -7.8% |
| 3M | -4.3% | +4.8% | -9.2% | -5.1% |
| All | -4.3% | +5.9% | -10.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 3mo: compounded portfolio wealth divided by compounded DOW 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…
3mo analysis · Full analysis span regression · Available span rolling