-15.0%
DXCM vs URA
+41.9%
-56.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | -5.0% | -14.8% | +9.8% | -3.8% |
| 3M | -8.8% | -25.3% | +16.5% | -6.8% |
| 6M | +31.9% | -39.9% | +71.8% | +37.8% |
| YTD | +20.4% | -22.4% | +42.8% | +21.9% |
| 1Y | +45.7% | -29.0% | +74.7% | +48.5% |
| 3Y | -15.0% | +41.0% | -56.0% | -25.8% |
| All | -15.0% | +41.9% | -56.9% | -25.8% |
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