+373.3%
DXCM vs USFR
+28.5%
+344.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | -10.4% | +1.0% | -11.4% | -10.9% |
| 6M | +33.1% | +2.0% | +31.1% | +31.7% |
| YTD | +22.6% | +3.4% | +19.2% | +20.4% |
| 1Y | +36.5% | +4.1% | +32.4% | +33.6% |
| 3Y | -13.5% | +14.4% | -27.9% | -21.0% |
| 5Y | -49.6% | +21.4% | -71.0% | -56.4% |
| All | +373.3% | +28.5% | +344.7% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling