+121.1%
EEM vs DXCM
+402.7%
-281.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.6% |
| 7D | +2.7% | +4.9% | -2.3% | +2.1% |
| 30D | -5.4% | -0.2% | -5.2% | -5.5% |
| 3M | -8.6% | -8.9% | +0.3% | -7.8% |
| 6M | -8.9% | +42.3% | -51.2% | -13.0% |
| YTD | +11.9% | +25.6% | -13.6% | +8.3% |
| 1Y | +13.1% | +39.5% | -26.5% | +8.1% |
| 3Y | +70.7% | -15.3% | +85.9% | +66.7% |
| 5Y | +31.8% | -48.4% | +80.2% | +33.0% |
| All | +121.1% | +402.7% | -281.6% | +83.5% |
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