+307.0%
EWZ vs DXCM
+2,810.6%
-2,503.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +6.5% | -3.2% | +9.7% | +7.1% |
| 30D | +4.8% | +6.3% | -1.5% | +3.7% |
| 3M | +9.9% | +21.1% | -11.2% | +5.9% |
| 6M | +1.9% | +20.6% | -18.6% | -1.9% |
| YTD | +20.3% | +32.4% | -12.1% | +13.8% |
| 1Y | +35.6% | +8.8% | +26.8% | +31.7% |
| 3Y | +43.4% | -13.7% | +57.2% | +37.6% |
| 5Y | +55.9% | -35.2% | +91.1% | +51.5% |
| 10Y | +84.2% | +281.8% | -197.6% | +16.9% |
| All | +307.0% | +2,810.6% | -2,503.6% | +22.4% |
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