+13.2%
DXCM vs SKDD
-67.4%
+80.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.6% | +13.9% | +0.3% |
| 7D | -6.5% | -34.2% | +27.7% | -3.9% |
| 30D | -4.3% | -60.0% | +55.7% | +1.2% |
| All | +13.2% | -67.4% | +80.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling