-12.3%
DXCM vs DT
-10.1%
-2.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | -4.4% | -20.2% | +15.9% | -0.3% |
| 30D | -3.6% | -30.8% | +27.1% | +3.1% |
| 3M | -4.3% | -10.2% | +5.9% | -3.2% |
| 6M | +33.8% | +8.0% | +25.7% | +29.0% |
| YTD | +22.1% | +1.5% | +20.7% | +19.4% |
| 1Y | +47.4% | -6.9% | +54.3% | +47.3% |
| 3Y | -12.3% | -10.9% | -1.4% | -9.8% |
| All | -12.3% | -10.1% | -2.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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