+1,199.8%
FLEX vs DXCM
+2,810.6%
-1,610.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.9% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -10.1% | +6.3% | -16.5% | -11.4% |
| 3M | -31.3% | +21.1% | -52.4% | -34.8% |
| 6M | +71.3% | +20.6% | +50.7% | +62.0% |
| YTD | +81.2% | +32.4% | +48.8% | +67.7% |
| 1Y | +98.5% | +8.8% | +89.7% | +90.5% |
| 3Y | +428.2% | -13.7% | +442.0% | +402.6% |
| 5Y | +657.3% | -35.2% | +692.4% | +644.3% |
| 10Y | +995.9% | +281.8% | +714.1% | +569.9% |
| All | +1,199.8% | +2,810.6% | -1,610.8% | +233.3% |
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