+2,605.6%
DXCM vs DRI
+1,402.7%
+1,202.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.6% |
| 7D | -3.5% | +2.8% | -6.3% | -4.4% |
| 30D | -5.8% | +13.3% | -19.1% | -10.1% |
| 3M | -4.3% | +8.2% | -12.5% | -7.4% |
| 6M | +31.6% | +17.5% | +14.0% | +23.0% |
| YTD | +19.6% | +26.9% | -7.3% | +8.1% |
| 1Y | +36.9% | +31.6% | +5.3% | +21.7% |
| 3Y | -16.3% | +67.0% | -83.2% | -33.1% |
| 5Y | -50.0% | +72.9% | -122.9% | -60.8% |
| 10Y | +413.2% | +371.3% | +41.8% | +123.7% |
| All | +2,605.6% | +1,402.7% | +1,202.9% | +411.4% |
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