-16.3%
DXCM vs URA
+36.0%
-52.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -6.3% |
| 7D | -3.5% | -4.1% | +0.6% | -3.2% |
| 30D | -5.8% | -19.0% | +13.2% | -4.2% |
| 3M | -4.3% | -25.1% | +20.8% | -2.3% |
| 6M | +31.6% | -44.5% | +76.1% | +38.8% |
| YTD | +19.6% | -24.3% | +44.0% | +21.3% |
| 1Y | +36.9% | -28.1% | +65.0% | +39.3% |
| 3Y | -16.3% | +40.7% | -56.9% | -27.8% |
| All | -16.3% | +36.0% | -52.2% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling