-36.0%
DXCM vs USAR
+74.0%
-110.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -3.2% | -2.1% | -1.1% | -3.2% |
| 30D | +6.3% | +2.6% | +3.7% | +6.1% |
| 3M | +21.1% | -35.0% | +56.1% | +22.5% |
| 6M | +20.6% | -6.9% | +27.5% | +19.8% |
| YTD | +32.4% | +48.0% | -15.5% | +29.5% |
| 1Y | +8.8% | +24.8% | -16.0% | +5.9% |
| 3Y | -13.7% | +73.2% | -87.0% | -26.0% |
| All | -36.0% | +74.0% | -110.1% | -45.7% |
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 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