+393.1%
DXCM vs URA
+277.9%
+115.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -9.2% | +2.9% | -12.1% | -9.9% |
| 30D | -6.5% | -10.8% | +4.3% | -4.2% |
| 3M | -10.3% | -25.5% | +15.3% | -4.5% |
| 6M | +35.4% | -41.2% | +76.6% | +51.7% |
| YTD | +21.1% | -21.3% | +42.3% | +23.7% |
| 1Y | +38.2% | -25.7% | +63.9% | +43.0% |
| 3Y | -14.6% | +43.1% | -57.6% | -32.0% |
| 5Y | -49.6% | +35.6% | -85.2% | -60.9% |
| 10Y | +393.1% | +281.3% | +111.8% | +147.8% |
| All | +393.1% | +277.9% | +115.2% | +147.8% |
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