+73.2%
MAR vs DXCM
-17.7%
+90.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -4.2% | -3.2% | -0.9% | -3.8% |
| 30D | -6.7% | +6.3% | -13.0% | -7.4% |
| 3M | -12.5% | +21.1% | -33.6% | -14.8% |
| 6M | +0.6% | +20.6% | -20.0% | -2.3% |
| YTD | +9.1% | +32.4% | -23.3% | +4.7% |
| 1Y | +26.2% | +8.8% | +17.4% | +23.8% |
| All | +73.2% | -17.7% | +90.8% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling