-39.2%
DXCM vs ONON
-24.2%
-15.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -6.5% | -3.5% | -3.0% | -5.7% |
| 30D | -4.3% | -30.8% | +26.5% | +2.9% |
| 3M | +7.3% | -29.8% | +37.1% | +14.9% |
| 6M | +22.0% | -34.8% | +56.8% | +32.1% |
| YTD | +26.4% | -42.3% | +68.6% | +40.3% |
| 1Y | +7.0% | -39.5% | +46.5% | +16.9% |
| 3Y | -19.6% | -9.3% | -10.3% | -23.9% |
| All | -39.2% | -24.2% | -15.0% | -45.7% |
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 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