+3,140.6%
DXCM vs URA
-31.1%
+3,171.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | +6.3% | +7.4% | -1.1% | +3.7% |
| 3M | +21.1% | -8.4% | +29.5% | +22.9% |
| 6M | +20.6% | -12.7% | +33.3% | +22.9% |
| YTD | +32.4% | +7.8% | +24.6% | +24.7% |
| 1Y | +8.8% | +19.5% | -10.6% | -3.4% |
| 3Y | -13.7% | +116.4% | -130.2% | -41.6% |
| 5Y | -35.2% | +134.3% | -169.5% | -59.4% |
| 10Y | +281.8% | +359.3% | -77.4% | +66.1% |
| All | +3,140.6% | -31.1% | +3,171.7% | +2,823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling