+498.8%
MAR vs DXCM
+402.7%
+96.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.7% |
| 7D | +1.6% | +4.9% | -3.3% | +0.9% |
| 30D | +13.8% | -0.2% | +14.0% | +13.7% |
| 3M | +20.3% | -8.9% | +29.2% | +21.7% |
| 6M | +21.3% | +42.3% | -21.0% | +14.0% |
| YTD | +37.2% | +25.6% | +11.7% | +31.1% |
| 1Y | +48.4% | +39.5% | +8.9% | +39.5% |
| 3Y | +120.1% | -15.3% | +135.4% | +114.0% |
| 5Y | +182.1% | -48.4% | +230.5% | +185.1% |
| All | +498.8% | +402.7% | +96.1% | +377.4% |
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