+404.3%
META vs DXCM
+410.2%
-5.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.2% |
| 7D | -0.8% | -3.5% | +2.7% | -0.1% |
| 30D | -15.4% | -5.8% | -9.6% | -14.4% |
| 3M | +3.5% | -4.3% | +7.9% | +4.2% |
| 6M | -0.3% | +31.6% | -31.8% | -7.3% |
| YTD | -7.3% | +19.6% | -27.0% | -12.2% |
| 1Y | -1.1% | +36.9% | -38.0% | -9.3% |
| 3Y | +95.1% | -16.3% | +111.3% | +86.2% |
| 5Y | +80.6% | -50.0% | +130.6% | +86.7% |
| All | +404.3% | +410.2% | -5.9% | +274.1% |
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 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