+9.2%
DXCM vs DTE
+1.0%
+8.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -5.5% | -2.6% | -3.0% | -5.5% |
| 30D | -8.6% | -4.4% | -4.2% | -8.5% |
| 3M | +10.3% | -8.3% | +18.7% | +11.0% |
| 6M | +25.2% | -8.1% | +33.3% | +26.2% |
| YTD | +25.1% | +4.4% | +20.7% | +25.7% |
| 1Y | +9.2% | +0.2% | +9.1% | +14.8% |
| All | +9.2% | +1.0% | +8.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling