-12.4%
DXCM vs DRI
+53.9%
-66.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | +6.3% | +3.8% | +2.5% | +4.7% |
| 3M | +21.1% | +13.0% | +8.1% | +15.2% |
| 6M | +20.6% | +8.3% | +12.3% | +16.4% |
| YTD | +32.4% | +20.6% | +11.8% | +22.1% |
| 1Y | +8.8% | +6.5% | +2.4% | +5.2% |
| All | -12.4% | +53.9% | -66.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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