-49.6%
DXCM vs REPL
-34.5%
-15.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +0.9% |
| 7D | -9.2% | +5.3% | -14.5% | -9.5% |
| 30D | -6.5% | +66.6% | -73.1% | -9.1% |
| 3M | -10.3% | +59.6% | -69.8% | -12.6% |
| 6M | +35.4% | +482.4% | -446.9% | +19.8% |
| YTD | +21.1% | +124.1% | -103.0% | +8.7% |
| 1Y | +38.2% | +138.6% | -100.3% | +23.7% |
| 3Y | -14.6% | +96.0% | -110.6% | -34.6% |
| 5Y | -49.6% | -35.4% | -14.2% | -51.9% |
| All | -49.6% | -34.5% | -15.1% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling