-10.9%
DXCM vs RF
+105.6%
-116.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.8% |
| 7D | +5.7% | -1.6% | +7.3% | +6.4% |
| 30D | +1.3% | +5.0% | -3.7% | -0.5% |
| 3M | +2.2% | -10.0% | +12.2% | +6.0% |
| 6M | +42.0% | +3.3% | +38.7% | +40.0% |
| YTD | +27.3% | +7.9% | +19.3% | +23.2% |
| 1Y | +42.5% | +21.2% | +21.2% | +32.5% |
| All | -10.9% | +105.6% | -116.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling