-12.5%
DXCM vs OPEN
-70.7%
+58.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.1% |
| 7D | -3.2% | -4.3% | +1.0% | -2.9% |
| 30D | +6.3% | -16.2% | +22.6% | +7.8% |
| 3M | +21.1% | -36.4% | +57.5% | +25.0% |
| 6M | +20.6% | -35.5% | +56.0% | +23.7% |
| YTD | +32.4% | -46.0% | +78.4% | +37.3% |
| 1Y | +8.8% | -47.1% | +56.0% | +8.6% |
| 3Y | -13.7% | -19.0% | +5.3% | -26.7% |
| 5Y | -35.2% | -83.6% | +48.4% | -39.5% |
| All | -12.5% | -70.7% | +58.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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