+373.3%
DXCM vs URA
+272.2%
+101.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +2.2% |
| 7D | -3.6% | +4.5% | -8.1% | -4.8% |
| 30D | -4.3% | -13.4% | +9.1% | -1.3% |
| 3M | -10.4% | -28.4% | +18.0% | -3.7% |
| 6M | +33.1% | -40.5% | +73.6% | +48.5% |
| YTD | +22.6% | -24.3% | +46.9% | +26.4% |
| 1Y | +36.5% | -28.8% | +65.4% | +42.7% |
| 3Y | -13.5% | +37.6% | -51.1% | -30.5% |
| 5Y | -49.6% | +30.7% | -80.3% | -60.7% |
| All | +373.3% | +272.2% | +101.0% | +121.3% |
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