+250.7%
HOOD vs DXCM
-23.5%
+274.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | +17.1% | -3.2% | +20.3% | +18.7% |
| 30D | +31.6% | +6.3% | +25.2% | +28.4% |
| 3M | +38.2% | +21.1% | +17.2% | +26.2% |
| 6M | +48.5% | +20.6% | +28.0% | +35.5% |
| YTD | +8.0% | +32.4% | -24.5% | -5.2% |
| 1Y | +18.7% | +8.8% | +9.8% | +11.1% |
| 3Y | +999.1% | -13.7% | +1,012.8% | +901.0% |
| 5Y | +181.7% | -35.2% | +216.9% | +177.1% |
| All | +250.7% | -23.5% | +274.2% | +281.5% |
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