+124.1%
MAR vs DXCM
-18.8%
+142.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.5% |
| 7D | +4.3% | -3.5% | +7.8% | +4.7% |
| 30D | +16.8% | -5.8% | +22.6% | +17.5% |
| 3M | +16.0% | -4.3% | +20.4% | +16.4% |
| 6M | +16.5% | +31.6% | -15.1% | +11.6% |
| YTD | +35.0% | +19.6% | +15.4% | +30.7% |
| 1Y | +49.4% | +36.9% | +12.5% | +41.9% |
| 3Y | +124.1% | -16.3% | +140.3% | +109.1% |
| All | +124.1% | -18.8% | +142.9% | +109.1% |
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