+2,894.9%
DXCM vs DRI
+1,328.2%
+1,566.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 6M | +20.6% | +8.3% | +12.3% | +16.4% |
| YTD | +32.4% | +20.6% | +11.8% | +22.2% |
| 1Y | +8.8% | +6.5% | +2.4% | +5.0% |
| 3Y | -13.7% | +53.7% | -67.4% | -28.8% |
| 5Y | -35.2% | +72.7% | -107.9% | -49.3% |
| 10Y | +281.8% | +363.2% | -81.4% | +67.2% |
| All | +2,894.9% | +1,328.2% | +1,566.6% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling