-41.0%
DXCM vs USAR
-13.4%
-27.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +1.9% |
| 7D | -4.4% | -1.1% | -3.3% | -4.4% |
| 30D | -3.6% | -30.3% | +26.6% | -2.6% |
| 3M | -4.3% | -54.7% | +50.3% | -2.1% |
| 6M | +33.8% | -67.5% | +101.3% | +37.9% |
| YTD | +22.1% | -26.4% | +48.5% | +21.9% |
| 1Y | +47.4% | -49.5% | +96.9% | +48.2% |
| 3Y | -12.3% | -14.5% | +2.2% | -22.8% |
| All | -41.0% | -13.4% | -27.6% | -48.9% |
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