+404.2%
DXCM vs RF
+279.4%
+124.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -5.8% | +6.0% | -11.8% | -7.2% |
| 3M | -4.3% | -8.9% | +4.5% | -2.1% |
| 6M | +31.6% | +2.3% | +29.2% | +30.6% |
| YTD | +19.6% | +7.6% | +12.1% | +17.2% |
| 1Y | +36.9% | +21.2% | +15.7% | +29.9% |
| 3Y | -16.3% | +108.5% | -124.8% | -31.2% |
| 5Y | -50.0% | +43.2% | -93.2% | -55.8% |
| All | +404.2% | +279.4% | +124.8% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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