+4,974.3%
DXCM vs SPXU
-100.0%
+5,074.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.0% |
| 7D | -3.7% | +0.5% | -4.2% | -2.9% |
| 30D | -5.0% | +10.9% | -15.9% | -0.5% |
| 3M | -8.8% | +9.6% | -18.4% | -4.8% |
| 6M | +31.9% | -4.7% | +36.5% | +31.5% |
| YTD | +20.4% | -24.6% | +45.0% | +11.5% |
| 1Y | +45.7% | -24.7% | +70.5% | +35.4% |
| 3Y | -15.0% | -80.0% | +65.0% | -47.7% |
| 5Y | -48.5% | -83.5% | +35.0% | -64.0% |
| 10Y | +411.2% | -99.5% | +510.7% | +32.4% |
| All | +4,974.3% | -100.0% | +5,074.3% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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