+272.9%
DXCM vs RF
+343.3%
-70.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -3.2% | +1.3% | -4.5% | -3.6% |
| 30D | +6.3% | -3.6% | +10.0% | +7.3% |
| 3M | +21.1% | +8.1% | +13.0% | +18.6% |
| 6M | +20.6% | +11.5% | +9.1% | +17.1% |
| YTD | +32.4% | +15.6% | +16.9% | +27.2% |
| 1Y | +8.8% | +15.7% | -6.8% | +4.4% |
| 3Y | -13.7% | +86.9% | -100.6% | -27.8% |
| 5Y | -35.2% | +89.8% | -125.0% | -46.6% |
| All | +272.9% | +343.3% | -70.4% | +98.2% |
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