+1,162.3%
LOW vs DXCM
+2,546.4%
-1,384.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +8.7% | -3.7% | +12.3% | +9.3% |
| 30D | +25.5% | -5.0% | +30.4% | +26.4% |
| 3M | +6.6% | -8.8% | +15.4% | +8.0% |
| 6M | +2.4% | +31.9% | -29.4% | -2.6% |
| YTD | -1.7% | +20.4% | -22.2% | -5.4% |
| 1Y | +1.7% | +45.7% | -44.0% | -5.1% |
| 3Y | +26.6% | -15.0% | +41.6% | +22.9% |
| 5Y | +10.1% | -48.5% | +58.6% | +12.7% |
| 10Y | +303.3% | +411.2% | -108.0% | +172.4% |
| All | +1,162.3% | +2,546.4% | -1,384.1% | +382.6% |
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