+218.5%
DXCM vs REPL
+37.4%
+181.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -3.6% | +9.8% | -13.4% | -4.2% |
| 30D | -4.3% | +81.5% | -85.8% | -7.8% |
| 3M | -10.4% | +44.2% | -54.6% | -12.6% |
| 6M | +33.1% | +437.4% | -404.3% | +15.4% |
| YTD | +22.6% | +126.1% | -103.5% | +7.7% |
| 1Y | +36.5% | +143.1% | -106.6% | +19.3% |
| 3Y | -13.5% | +97.8% | -111.3% | -35.7% |
| 5Y | -49.6% | -34.3% | -15.4% | -59.0% |
| All | +218.5% | +37.4% | +181.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling