+57.4%
MAR vs DXCM
+44.8%
+12.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | +1.7% |
| 7D | +7.7% | +12.5% | -4.8% | +7.1% |
| 30D | +19.4% | +1.8% | +17.6% | +19.1% |
| 3M | +23.3% | +1.8% | +21.6% | +23.0% |
| 6M | +22.8% | +47.4% | -24.5% | +18.0% |
| YTD | +37.8% | +33.3% | +4.5% | +33.3% |
| 1Y | +57.4% | +44.6% | +12.7% | +54.0% |
| All | +57.4% | +44.8% | +12.5% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling