-48.1%
DXCM vs URA
+25.6%
-73.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | +4.9% | -1.5% | +6.5% | +5.2% |
| 30D | -0.2% | -10.4% | +10.2% | +2.0% |
| 3M | -8.9% | -29.6% | +20.7% | -2.2% |
| 6M | +42.3% | -40.3% | +82.5% | +57.7% |
| YTD | +25.6% | -25.5% | +51.0% | +29.1% |
| 1Y | +39.5% | -26.4% | +66.0% | +43.6% |
| 3Y | -15.3% | +31.4% | -46.7% | -34.3% |
| All | -48.1% | +25.6% | -73.7% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling