+175.9%
F vs DXCM
+2,696.7%
-2,520.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | +1.4% | +5.7% | -4.3% | +0.3% |
| 30D | +2.0% | +1.3% | +0.8% | +1.7% |
| 3M | -10.4% | +2.2% | -12.5% | -10.9% |
| 6M | +9.7% | +42.0% | -32.3% | +2.0% |
| YTD | -1.2% | +27.3% | -28.4% | -6.5% |
| 1Y | 0.0% | +42.5% | -42.4% | -7.4% |
| 3Y | +41.1% | -13.3% | +54.4% | +35.7% |
| 5Y | -11.4% | -46.8% | +35.4% | -9.6% |
| 10Y | +85.0% | +445.8% | -360.8% | +8.5% |
| All | +175.9% | +2,696.7% | -2,520.8% | -18.5% |
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 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