-17.2%
DXCM vs USAR
-21.3%
+4.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -3.6% | +8.8% | -12.4% | -3.9% |
| 30D | -4.3% | -28.5% | +24.1% | -3.4% |
| 3M | -10.4% | -56.2% | +45.8% | -8.2% |
| 6M | +33.1% | -68.4% | +101.5% | +37.3% |
| YTD | +22.6% | -32.2% | +54.8% | +22.7% |
| 1Y | +36.5% | -52.3% | +88.8% | +37.6% |
| All | -17.2% | -21.3% | +4.0% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling