-17.2%
DXCM vs FLUT
-45.4%
+28.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | -4.3% | +5.0% | -9.3% | -5.2% |
| 3M | -10.4% | -16.4% | +6.1% | -8.1% |
| 6M | +33.1% | -14.6% | +47.7% | +36.1% |
| YTD | +22.6% | -61.9% | +84.5% | +40.2% |
| 1Y | +36.5% | -65.0% | +101.6% | +58.0% |
| All | -17.2% | -45.4% | +28.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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