-15.0%
DXCM vs REPL
+100.5%
-115.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.6% |
| 7D | -3.7% | +12.7% | -16.4% | -4.1% |
| 30D | -5.0% | +73.5% | -78.5% | -6.8% |
| 3M | -8.8% | +70.3% | -79.1% | -10.5% |
| 6M | +31.9% | +472.0% | -440.1% | +22.9% |
| YTD | +20.4% | +139.5% | -119.1% | +12.7% |
| 1Y | +45.7% | +167.3% | -121.5% | +36.0% |
| 3Y | -15.0% | +109.5% | -124.6% | -22.9% |
| All | -15.0% | +100.5% | -115.5% | -22.9% |
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