+66.5%
EWZ vs DXCM
+402.7%
-336.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.1% |
| 7D | +0.8% | +4.9% | -4.2% | +0.3% |
| 30D | -24.4% | -0.2% | -24.2% | -24.4% |
| 3M | -4.6% | -8.9% | +4.3% | -3.8% |
| 6M | -11.6% | +42.3% | -53.8% | -15.2% |
| YTD | +2.4% | +25.6% | -23.2% | -0.7% |
| 1Y | +2.1% | +39.5% | -37.5% | -2.1% |
| 3Y | +18.7% | -15.3% | +34.0% | +15.9% |
| 5Y | +54.2% | -48.4% | +102.6% | +55.7% |
| All | +66.5% | +402.7% | -336.3% | +39.1% |
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