+64.2%
EWZ vs DXCM
+391.0%
-326.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | +0.1% | -3.6% | +3.7% | +0.4% |
| 30D | -25.9% | -4.3% | -21.6% | -25.6% |
| 3M | -6.1% | -10.4% | +4.2% | -5.3% |
| 6M | -16.1% | +33.1% | -49.2% | -19.0% |
| YTD | +1.0% | +22.6% | -21.6% | -1.8% |
| 1Y | 0.0% | +36.5% | -36.6% | -3.9% |
| 3Y | +16.8% | -13.5% | +30.3% | +13.8% |
| 5Y | +52.1% | -49.6% | +101.7% | +53.9% |
| All | +64.2% | +391.0% | -326.8% | +37.5% |
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