+2,894.9%
DXCM vs DTE
+698.1%
+2,196.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +6.3% | -2.6% | +8.9% | +7.6% |
| 3M | +21.1% | -3.9% | +25.0% | +23.2% |
| 6M | +20.6% | -7.9% | +28.5% | +24.8% |
| YTD | +32.4% | +7.2% | +25.3% | +26.7% |
| 1Y | +8.8% | +3.1% | +5.8% | +6.0% |
| 3Y | -13.7% | +47.6% | -61.3% | -31.8% |
| 5Y | -35.2% | +32.7% | -67.9% | -46.5% |
| 10Y | +281.8% | +138.8% | +143.0% | +99.9% |
| All | +2,894.9% | +698.1% | +2,196.8% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling