-15.3%
DXCM vs ONON
+24.8%
-40.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +4.9% | -10.0% | +14.9% | +6.7% |
| 30D | -0.2% | -5.3% | +5.1% | +0.7% |
| 3M | -8.9% | +6.5% | -15.4% | -9.9% |
| 6M | +42.3% | -5.0% | +47.2% | +42.4% |
| YTD | +25.6% | -27.6% | +53.2% | +30.6% |
| 1Y | +39.5% | -20.7% | +60.2% | +43.0% |
| 3Y | -15.3% | +26.6% | -41.9% | -13.7% |
| All | -15.3% | +24.8% | -40.1% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling