+694.7%
KO vs DXCM
+2,810.6%
-2,115.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.6% |
| 30D | +1.4% | +6.3% | -4.9% | +1.0% |
| 3M | +15.4% | +21.1% | -5.7% | +13.9% |
| 6M | +14.3% | +20.6% | -6.3% | +12.7% |
| YTD | +27.7% | +32.4% | -4.8% | +25.1% |
| 1Y | +32.7% | +8.8% | +23.9% | +31.3% |
| 3Y | +62.2% | -13.7% | +75.9% | +59.8% |
| 5Y | +80.0% | -35.2% | +115.2% | +78.3% |
| 10Y | +175.6% | +281.8% | -106.2% | +135.8% |
| All | +694.7% | +2,810.6% | -2,115.9% | +400.8% |
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