+2,894.9%
DXCM vs FLUT
+482.6%
+2,412.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -3.2% | -1.6% | -1.6% | -3.1% |
| 30D | +6.3% | +7.7% | -1.4% | +5.8% |
| 3M | +21.1% | -0.7% | +21.8% | +21.1% |
| 6M | +20.6% | -11.2% | +31.7% | +21.2% |
| YTD | +32.4% | -53.4% | +85.9% | +37.8% |
| 1Y | +8.8% | -65.8% | +74.6% | +15.0% |
| 3Y | -13.7% | -44.9% | +31.2% | -11.4% |
| 5Y | -35.2% | -49.7% | +14.5% | -34.5% |
| 10Y | +281.8% | -9.7% | +291.5% | +284.6% |
| All | +2,894.9% | +482.6% | +2,412.3% | +3,261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling