-48.1%
DXCM vs ONON
-10.9%
-37.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +4.9% | -10.0% | +14.9% | +7.4% |
| 30D | -0.2% | -5.3% | +5.1% | +1.0% |
| 3M | -8.9% | +6.5% | -15.4% | -10.4% |
| 6M | +42.3% | -5.0% | +47.2% | +42.2% |
| YTD | +25.6% | -27.6% | +53.2% | +32.5% |
| 1Y | +39.5% | -20.7% | +60.2% | +44.1% |
| 3Y | -15.3% | +26.6% | -41.9% | -26.2% |
| All | -48.1% | -10.9% | -37.2% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling