+2,605.6%
DXCM vs FLUT
+375.4%
+2,230.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.9% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -5.8% | +7.7% | -13.5% | -6.3% |
| 3M | -4.3% | -12.2% | +7.8% | -3.7% |
| 6M | +31.6% | -17.6% | +49.1% | +32.9% |
| YTD | +19.6% | -62.0% | +81.7% | +25.9% |
| 1Y | +36.9% | -62.3% | +99.1% | +43.9% |
| 3Y | -16.3% | -52.0% | +35.7% | -13.2% |
| 5Y | -50.0% | -51.8% | +1.7% | -49.0% |
| 10Y | +413.2% | -26.3% | +439.5% | +422.9% |
| All | +2,605.6% | +375.4% | +2,230.2% | +2,972.0% |
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