+44.6%
DXCM vs URA
-32.2%
+76.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.7% |
| 7D | +12.5% | -10.5% | +23.1% | +13.4% |
| 30D | +1.8% | -18.6% | +20.5% | +3.2% |
| 3M | +1.8% | -23.0% | +24.8% | +3.3% |
| 6M | +47.4% | -40.3% | +87.7% | +54.9% |
| YTD | +33.3% | -23.5% | +56.8% | +33.4% |
| 1Y | +44.6% | -31.1% | +75.7% | +47.1% |
| All | +44.6% | -32.2% | +76.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling