+5,481.0%
DXCM vs SPXU
-100.0%
+5,580.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.3% | +0.8% | +5.5% | +6.8% |
| 3M | +21.1% | -4.7% | +25.8% | +19.8% |
| 6M | +20.6% | -29.6% | +50.2% | +7.4% |
| YTD | +32.4% | -29.9% | +62.3% | +18.3% |
| 1Y | +8.8% | -39.1% | +47.9% | -7.2% |
| 3Y | -13.7% | -80.0% | +66.3% | -46.9% |
| 5Y | -35.2% | -86.0% | +50.9% | -57.6% |
| 10Y | +281.8% | -99.5% | +381.3% | -4.2% |
| All | +5,481.0% | -100.0% | +5,580.9% | +243.6% |
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