-42.2%
DXCM vs USAR
-18.7%
-23.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.8% | -16.8% | -6.3% |
| 7D | -3.5% | -14.5% | +11.0% | -3.1% |
| 30D | -5.8% | -37.8% | +32.0% | -4.5% |
| 3M | -4.3% | -52.8% | +48.4% | -2.3% |
| 6M | +31.6% | -71.2% | +102.8% | +36.2% |
| YTD | +19.6% | -30.9% | +50.5% | +19.7% |
| 1Y | +36.9% | -48.0% | +84.9% | +37.6% |
| 3Y | -16.3% | -19.7% | +3.4% | -26.2% |
| All | -42.2% | -18.7% | -23.5% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling