+531.8%
FAST vs DXCM
+411.4%
+120.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +4.8% | -3.7% | +8.5% | +5.2% |
| 30D | +8.6% | -5.0% | +13.6% | +9.1% |
| 3M | +5.7% | -8.8% | +14.5% | +6.7% |
| 6M | +25.5% | +31.9% | -6.4% | +20.5% |
| YTD | +39.6% | +20.4% | +19.2% | +35.4% |
| 1Y | +35.5% | +45.7% | -10.2% | +28.3% |
| 3Y | +96.2% | -15.0% | +111.2% | +90.6% |
| 5Y | +110.2% | -48.5% | +158.7% | +112.4% |
| 10Y | +531.8% | +411.2% | +120.6% | +408.8% |
| All | +531.8% | +411.4% | +120.4% | +408.8% |
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