-48.1%
DXCM vs DTE
+46.4%
-94.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | +3.4% | +1.5% | +4.0% |
| 30D | -0.2% | +8.9% | -9.1% | -2.4% |
| 3M | -8.9% | +1.1% | -10.0% | -9.2% |
| 6M | +42.3% | +0.1% | +42.2% | +41.9% |
| YTD | +25.6% | +11.1% | +14.5% | +20.9% |
| 1Y | +39.5% | +4.9% | +34.6% | +36.9% |
| 3Y | -15.3% | +58.6% | -73.8% | -29.1% |
| All | -48.1% | +46.4% | -94.5% | -50.9% |
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