-38.7%
DXCM vs ONON
-24.2%
-14.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -5.8% | -5.3% | -0.5% | -4.6% |
| 30D | -5.6% | -13.1% | +7.5% | -2.7% |
| 3M | +13.0% | -29.3% | +42.4% | +20.9% |
| 6M | +24.7% | -34.5% | +59.2% | +34.8% |
| YTD | +27.3% | -42.2% | +69.6% | +41.3% |
| 1Y | +11.2% | -37.3% | +48.5% | +20.5% |
| 3Y | -19.0% | -9.3% | -9.8% | -23.4% |
| All | -38.7% | -24.2% | -14.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling