-21.0%
DXCM vs OPEN
-87.0%
+66.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -21.8% | +15.8% | -4.1% |
| 7D | -3.5% | -22.2% | +18.7% | -1.5% |
| 30D | -5.8% | -38.3% | +32.5% | -2.1% |
| 3M | -4.3% | -59.4% | +55.0% | +2.7% |
| 6M | +31.6% | -74.4% | +105.9% | +45.9% |
| YTD | +19.6% | -76.0% | +95.6% | +32.3% |
| 1Y | +36.9% | -78.7% | +115.5% | +52.0% |
| 3Y | -16.3% | -30.0% | +13.7% | -30.2% |
| 5Y | -50.0% | -93.7% | +43.7% | -49.3% |
| All | -21.0% | -87.0% | +66.0% | -28.8% |
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