+6.0%
LOW vs DXCM
-49.9%
+56.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.3% |
| 7D | +7.4% | -3.5% | +10.9% | +8.0% |
| 30D | +24.5% | -5.8% | +30.3% | +25.6% |
| 3M | +3.5% | -4.3% | +7.8% | +4.0% |
| 6M | -2.6% | +31.6% | -34.1% | -7.1% |
| YTD | -4.8% | +19.6% | -24.5% | -8.1% |
| 1Y | -0.8% | +36.9% | -37.7% | -6.3% |
| 3Y | +22.8% | -16.3% | +39.1% | +18.0% |
| All | +6.0% | -49.9% | +56.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling