-15.3%
DXCM vs DTE
+57.1%
-72.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | +3.4% | +1.5% | +4.3% |
| 30D | -0.2% | +8.9% | -9.1% | -1.6% |
| 3M | -8.9% | +1.1% | -10.0% | -9.0% |
| 6M | +42.3% | +0.1% | +42.2% | +42.2% |
| YTD | +25.6% | +11.1% | +14.5% | +22.3% |
| 1Y | +39.5% | +4.9% | +34.6% | +37.8% |
| 3Y | -15.3% | +58.6% | -73.8% | -23.4% |
| All | -15.3% | +57.1% | -72.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling