+131.0%
HOOD vs DXCM
-49.1%
+180.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.4% |
| 7D | +3.8% | -3.6% | +7.4% | +5.2% |
| 30D | -26.4% | -4.3% | -22.1% | -25.3% |
| 3M | -14.3% | -10.4% | -3.9% | -10.7% |
| 6M | +3.9% | +33.1% | -29.2% | -10.3% |
| YTD | -28.1% | +22.6% | -50.7% | -35.5% |
| 1Y | -38.8% | +36.5% | -75.4% | -47.6% |
| 3Y | +888.5% | -13.5% | +901.9% | +785.7% |
| 5Y | +131.0% | -49.6% | +180.7% | +187.2% |
| All | +131.0% | -49.1% | +180.2% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling