+575.3%
FAST vs DXCM
+410.2%
+165.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.1% | +0.9% |
| 7D | +2.1% | -3.5% | +5.6% | +2.5% |
| 30D | +6.9% | -5.8% | +12.7% | +7.5% |
| 3M | +4.8% | -4.3% | +9.2% | +5.2% |
| 6M | +19.8% | +31.6% | -11.8% | +15.1% |
| YTD | +34.9% | +19.6% | +15.2% | +30.9% |
| 1Y | +32.8% | +36.9% | -4.1% | +26.7% |
| 3Y | +93.7% | -16.3% | +110.0% | +88.6% |
| 5Y | +105.3% | -50.0% | +155.3% | +108.2% |
| All | +575.3% | +410.2% | +165.1% | +447.7% |
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