+8.4%
LOW vs DXCM
-38.1%
+46.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.2% |
| 7D | +0.4% | -6.2% | +6.6% | +1.3% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -2.9% | +10.3% | -13.2% | -4.6% |
| 6M | -19.4% | +24.1% | -43.5% | -22.4% |
| YTD | -15.4% | +27.4% | -42.8% | -19.0% |
| 1Y | -24.9% | +8.4% | -33.3% | -26.7% |
| 3Y | -7.8% | -19.0% | +11.2% | -10.5% |
| 5Y | +8.4% | -38.6% | +47.0% | +5.1% |
| All | +8.4% | -38.1% | +46.5% | +5.1% |
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 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