+535.0%
EWY vs DXCM
+2,595.0%
-2,060.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +10.4% | -3.6% | +14.1% | +11.0% |
| 30D | -12.7% | -4.3% | -8.4% | -12.2% |
| 3M | -17.3% | -10.4% | -7.0% | -16.1% |
| 6M | -18.6% | +33.1% | -51.7% | -23.3% |
| YTD | +49.5% | +22.6% | +26.9% | +42.7% |
| 1Y | +55.0% | +36.5% | +18.4% | +45.2% |
| 3Y | +159.0% | -13.5% | +172.5% | +149.3% |
| 5Y | +102.5% | -49.6% | +152.1% | +107.1% |
| 10Y | +232.2% | +399.5% | -167.2% | +105.4% |
| All | +535.0% | +2,595.0% | -2,060.0% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling