+441.9%
MAR vs DXCM
+253.0%
+188.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.5% | -6.5% | +6.0% | +0.5% |
| 30D | -4.7% | -4.3% | -0.4% | -4.1% |
| 3M | -15.6% | +7.3% | -22.9% | -16.9% |
| 6M | +1.2% | +22.0% | -20.8% | -2.4% |
| YTD | +7.5% | +26.4% | -18.9% | +2.9% |
| 1Y | +26.6% | +7.0% | +19.6% | +23.7% |
| 3Y | +66.0% | -19.6% | +85.6% | +62.5% |
| 5Y | +154.1% | -39.3% | +193.4% | +151.3% |
| 10Y | +441.9% | +260.9% | +180.9% | +340.7% |
| All | +441.9% | +253.0% | +188.8% | +340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling