-16.3%
DXCM vs REPL
+48.4%
-64.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -6.2% |
| 7D | -3.5% | +22.8% | -26.3% | -4.1% |
| 30D | -5.8% | +63.8% | -69.6% | -7.4% |
| 3M | -4.3% | +68.1% | -72.5% | -6.1% |
| 6M | +31.6% | +528.5% | -496.9% | +22.6% |
| YTD | +19.6% | +122.4% | -102.8% | +12.4% |
| 1Y | +36.9% | +154.4% | -117.5% | +28.2% |
| 3Y | -16.3% | +68.0% | -84.3% | -23.5% |
| All | -16.3% | +48.4% | -64.7% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling