-36.3%
DXCM vs ONON
-20.9%
-15.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.6% |
| 30D | +6.3% | -26.7% | +33.0% | +12.9% |
| 3M | +21.1% | -25.3% | +46.4% | +27.9% |
| 6M | +20.6% | -35.3% | +55.8% | +30.7% |
| YTD | +32.4% | -39.8% | +72.2% | +45.6% |
| 1Y | +8.8% | -39.2% | +48.1% | +18.7% |
| 3Y | -13.7% | -4.2% | -9.5% | -19.4% |
| All | -36.3% | -20.9% | -15.3% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling