-38.8%
DXCM vs DTE
+33.1%
-71.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -6.2% | +0.9% | -7.1% | -6.5% |
| 30D | -0.3% | -1.9% | +1.6% | +0.2% |
| 3M | +10.3% | -3.3% | +13.6% | +11.3% |
| 6M | +24.1% | -7.1% | +31.2% | +26.5% |
| YTD | +27.4% | +8.1% | +19.3% | +23.6% |
| 1Y | +8.4% | +5.3% | +3.1% | +6.0% |
| 3Y | -19.0% | +48.2% | -67.2% | -30.6% |
| All | -38.8% | +33.1% | -71.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling