+614.8%
FLEX vs DXCM
+402.7%
+212.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.5% |
| 7D | +7.5% | +4.9% | +2.5% | +6.4% |
| 30D | -25.3% | -0.2% | -25.1% | -25.5% |
| 3M | -39.7% | -8.9% | -30.8% | -38.8% |
| 6M | -47.9% | +42.3% | -90.1% | -52.5% |
| YTD | +24.1% | +25.6% | -1.5% | +15.9% |
| 1Y | +26.0% | +39.5% | -13.6% | +15.0% |
| 3Y | +282.7% | -15.3% | +298.0% | +265.7% |
| 5Y | +424.2% | -48.4% | +472.7% | +436.9% |
| All | +614.8% | +402.7% | +212.0% | +431.0% |
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