+1,240.7%
MAR vs DXCM
+2,810.6%
-1,569.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -4.2% | -3.2% | -0.9% | -3.6% |
| 30D | -6.7% | +6.3% | -13.0% | -7.7% |
| 3M | -12.5% | +21.1% | -33.6% | -15.9% |
| 6M | +0.6% | +20.6% | -20.0% | -3.5% |
| YTD | +9.1% | +32.4% | -23.3% | +2.8% |
| 1Y | +26.2% | +8.8% | +17.4% | +22.3% |
| 3Y | +68.2% | -13.7% | +81.9% | +61.9% |
| 5Y | +163.9% | -35.2% | +199.1% | +160.0% |
| 10Y | +420.6% | +281.8% | +138.8% | +239.4% |
| All | +1,240.7% | +2,810.6% | -1,569.9% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling