+38.2%
DXCM vs USAR
-52.4%
+90.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | +0.3% |
| 7D | -9.2% | +0.8% | -10.0% | -9.2% |
| 30D | -6.5% | -30.1% | +23.6% | -4.7% |
| 3M | -10.3% | -56.3% | +46.0% | -6.2% |
| 6M | +35.4% | -68.6% | +104.0% | +44.0% |
| YTD | +21.1% | -30.5% | +51.6% | +17.3% |
| 1Y | +38.2% | -53.5% | +91.7% | +38.7% |
| All | +38.2% | -52.4% | +90.7% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling