+404.2%
DXCM vs URA
+278.3%
+125.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -7.0% |
| 7D | -3.5% | -4.1% | +0.6% | -2.6% |
| 30D | -5.8% | -19.0% | +13.2% | -1.2% |
| 3M | -4.3% | -25.1% | +20.8% | +1.7% |
| 6M | +31.6% | -44.5% | +76.1% | +49.4% |
| YTD | +19.6% | -24.3% | +44.0% | +23.4% |
| 1Y | +36.9% | -28.1% | +65.0% | +42.6% |
| 3Y | -16.3% | +40.7% | -56.9% | -33.2% |
| 5Y | -50.0% | +35.5% | -85.5% | -61.3% |
| All | +404.2% | +278.3% | +125.9% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling