+79.8%
F vs DXCM
+410.2%
-330.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.1% |
| 7D | +1.6% | -3.5% | +5.1% | +2.0% |
| 30D | +2.6% | -5.8% | +8.4% | +3.4% |
| 3M | -8.8% | -4.3% | -4.5% | -8.4% |
| 6M | +4.6% | +31.6% | -26.9% | +0.2% |
| YTD | -1.9% | +19.6% | -21.5% | -5.0% |
| 1Y | -0.8% | +36.9% | -37.6% | -5.7% |
| 3Y | +43.5% | -16.3% | +59.7% | +40.1% |
| 5Y | -12.1% | -50.0% | +38.0% | -11.7% |
| All | +79.8% | +410.2% | -330.4% | +49.5% |
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