+293.0%
LOW vs DXCM
+402.7%
-109.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +1.4% | +4.9% | -3.5% | +0.6% |
| 30D | +21.7% | -0.2% | +21.9% | +21.7% |
| 3M | +5.0% | -8.9% | +13.9% | +6.5% |
| 6M | +4.6% | +42.3% | -37.7% | -1.8% |
| YTD | -3.5% | +25.6% | -29.0% | -7.8% |
| 1Y | +0.5% | +39.5% | -39.0% | -5.6% |
| 3Y | +24.8% | -15.3% | +40.1% | +20.9% |
| 5Y | +6.5% | -48.4% | +54.9% | +8.6% |
| All | +293.0% | +402.7% | -109.8% | +213.7% |
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