+39.5%
DXCM vs USAR
-51.4%
+91.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -0.2% | -20.9% | +20.8% | +1.0% |
| 3M | -8.9% | -56.2% | +47.2% | -4.6% |
| 6M | +42.3% | -67.9% | +110.2% | +51.2% |
| YTD | +25.6% | -31.4% | +57.0% | +20.9% |
| 1Y | +39.5% | -45.1% | +84.6% | +36.9% |
| All | +39.5% | -51.4% | +91.0% | +36.9% |
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 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