-38.5%
DXCM vs USAR
+74.5%
-113.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | -6.2% | +2.3% | -8.5% | -6.3% |
| 30D | -0.3% | -8.6% | +8.4% | 0.0% |
| 3M | +10.3% | -20.5% | +30.8% | +10.8% |
| 6M | +24.1% | +1.2% | +22.9% | +23.0% |
| YTD | +27.4% | +48.4% | -21.0% | +24.5% |
| 1Y | +8.4% | +30.6% | -22.2% | +5.3% |
| 3Y | -19.0% | +73.6% | -92.6% | -30.3% |
| All | -38.5% | +74.5% | -113.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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