+210.7%
DXCM vs REPL
+35.1%
+175.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -6.4% |
| 7D | -3.5% | +22.8% | -26.3% | -4.7% |
| 30D | -5.8% | +63.8% | -69.6% | -8.7% |
| 3M | -4.3% | +68.1% | -72.5% | -7.6% |
| 6M | +31.6% | +528.5% | -496.9% | +12.9% |
| YTD | +19.6% | +122.4% | -102.8% | +5.2% |
| 1Y | +36.9% | +154.4% | -117.5% | +19.2% |
| 3Y | -16.3% | +68.0% | -84.3% | -36.7% |
| 5Y | -50.0% | -35.4% | -14.6% | -59.3% |
| All | +210.7% | +35.1% | +175.6% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling