+137.1%
DXCM vs DT
+103.5%
+33.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -3.2% | -3.3% | +0.1% | -2.1% |
| 30D | +6.3% | +2.0% | +4.3% | +5.3% |
| 3M | +21.1% | +20.0% | +1.1% | +12.2% |
| 6M | +20.6% | +39.3% | -18.7% | +4.5% |
| YTD | +32.4% | +19.8% | +12.7% | +20.7% |
| 1Y | +8.8% | +4.3% | +4.6% | +3.9% |
| 3Y | -13.7% | +7.7% | -21.4% | -20.9% |
| 5Y | -35.2% | -26.8% | -8.4% | -35.1% |
| All | +137.1% | +103.5% | +33.5% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling