+95.6%
F vs DXCM
+279.8%
-184.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.7% |
| 7D | +5.3% | -3.2% | +8.5% | +5.8% |
| 30D | +4.6% | +6.3% | -1.8% | +3.7% |
| 3M | -3.7% | +21.1% | -24.8% | -6.4% |
| 6M | +16.8% | +20.6% | -3.8% | +13.4% |
| YTD | +15.3% | +32.4% | -17.1% | +10.3% |
| 1Y | +31.0% | +8.8% | +22.2% | +28.2% |
| 3Y | +45.4% | -13.7% | +59.2% | +41.2% |
| 5Y | +54.7% | -35.2% | +89.8% | +51.0% |
| All | +95.6% | +279.8% | -184.2% | +63.9% |
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 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