+1,006.0%
LOW vs DXCM
+2,810.6%
-1,804.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | -7.0% | +6.3% | -13.4% | -8.0% |
| 3M | -0.9% | +21.1% | -22.0% | -4.2% |
| 6M | -20.1% | +20.6% | -40.7% | -22.8% |
| YTD | -13.9% | +32.4% | -46.3% | -18.3% |
| 1Y | -21.1% | +8.8% | -30.0% | -23.2% |
| 3Y | -6.6% | -13.7% | +7.1% | -9.8% |
| 5Y | +9.4% | -35.2% | +44.5% | +7.8% |
| 10Y | +220.5% | +281.8% | -61.3% | +125.7% |
| All | +1,006.0% | +2,810.6% | -1,804.6% | +316.9% |
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