+256.8%
FLEX vs DXCM
-18.8%
+275.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.5% | +5.2% |
| 7D | -19.3% | -3.5% | -15.8% | -19.1% |
| 30D | -41.5% | -5.8% | -35.7% | -41.2% |
| 3M | -43.1% | -4.3% | -38.8% | -43.0% |
| 6M | -48.2% | +31.6% | -79.8% | -50.8% |
| YTD | +15.5% | +19.6% | -4.2% | +11.4% |
| 1Y | +10.2% | +36.9% | -26.7% | +4.1% |
| 3Y | +256.8% | -16.3% | +273.1% | +236.2% |
| All | +256.8% | -18.8% | +275.6% | +236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling