+132.3%
EEM vs DXCM
+253.0%
-120.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +2.0% | -6.5% | +8.5% | +2.7% |
| 30D | +5.1% | -4.3% | +9.4% | +5.6% |
| 3M | +4.6% | +7.3% | -2.7% | +3.5% |
| 6M | +17.8% | +22.0% | -4.3% | +14.6% |
| YTD | +25.8% | +26.4% | -0.6% | +21.9% |
| 1Y | +36.4% | +7.0% | +29.4% | +34.1% |
| 3Y | +90.0% | -19.6% | +109.6% | +86.6% |
| 5Y | +46.6% | -39.3% | +85.9% | +45.1% |
| 10Y | +132.3% | +260.9% | -128.7% | +106.3% |
| All | +132.3% | +253.0% | -120.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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