+58.3%
EWZ vs DXCM
-48.9%
+107.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.8% |
| 7D | +1.4% | -4.4% | +5.8% | +1.7% |
| 30D | -25.1% | -3.6% | -21.5% | -25.0% |
| 3M | -7.7% | -4.3% | -3.4% | -7.5% |
| 6M | -15.8% | +33.8% | -49.6% | -18.1% |
| YTD | +3.6% | +22.1% | -18.5% | +1.5% |
| 1Y | +5.5% | +47.4% | -41.9% | +1.8% |
| 3Y | +22.1% | -12.3% | +34.4% | +18.6% |
| 5Y | +58.3% | -49.1% | +107.4% | +65.5% |
| All | +58.3% | -48.9% | +107.2% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling