+233.8%
LOW vs DXCM
+253.0%
-19.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.6% | -6.5% | +5.9% | +0.4% |
| 30D | -9.3% | -4.3% | -5.0% | -8.7% |
| 3M | -8.1% | +7.3% | -15.3% | -9.4% |
| 6M | -19.8% | +22.0% | -41.8% | -22.7% |
| YTD | -16.4% | +26.4% | -42.7% | -20.0% |
| 1Y | -24.7% | +7.0% | -31.7% | -26.4% |
| 3Y | -8.8% | -19.6% | +10.8% | -11.0% |
| 5Y | +7.8% | -39.3% | +47.1% | +6.9% |
| 10Y | +233.8% | +260.9% | -27.1% | +174.7% |
| All | +233.8% | +253.0% | -19.2% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling