+725.0%
EWY vs DXCM
+2,810.6%
-2,085.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.9% |
| 7D | +4.8% | -3.2% | +8.0% | +5.4% |
| 30D | +11.7% | +6.3% | +5.3% | +10.5% |
| 3M | -7.4% | +21.1% | -28.5% | -10.9% |
| 6M | +40.6% | +20.6% | +20.0% | +35.0% |
| YTD | +94.3% | +32.4% | +61.8% | +83.5% |
| 1Y | +164.3% | +8.8% | +155.4% | +156.6% |
| 3Y | +221.0% | -13.7% | +234.7% | +208.4% |
| 5Y | +139.1% | -35.2% | +174.3% | +134.3% |
| 10Y | +298.8% | +281.8% | +17.0% | +159.4% |
| All | +725.0% | +2,810.6% | -2,085.6% | +172.9% |
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