+132.4%
HOOD vs DXCM
-30.9%
+163.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.0% | +9.2% | +5.6% |
| 7D | -4.8% | -3.5% | -1.3% | -3.6% |
| 30D | -26.1% | -5.8% | -20.3% | -24.6% |
| 3M | -10.8% | -4.3% | -6.5% | -9.6% |
| 6M | +2.4% | +31.6% | -29.2% | -10.7% |
| YTD | -28.5% | +19.6% | -48.1% | -34.8% |
| 1Y | -36.3% | +36.9% | -73.2% | -45.2% |
| 3Y | +743.7% | -16.3% | +760.0% | +678.3% |
| 5Y | +118.6% | -50.0% | +168.6% | +117.7% |
| All | +132.4% | -30.9% | +163.3% | +162.1% |
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