+1,381.0%
NET vs DXCM
+143.1%
+1,237.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -5.4% |
| 7D | -16.4% | +12.5% | -28.9% | -21.0% |
| 30D | -25.8% | +1.8% | -27.7% | -27.1% |
| 3M | -11.5% | +1.8% | -13.3% | -13.0% |
| 6M | +18.9% | +47.4% | -28.4% | -2.2% |
| YTD | +35.2% | +33.3% | +1.9% | +15.4% |
| 1Y | +14.5% | +44.6% | -30.2% | -6.4% |
| 3Y | +313.8% | -9.2% | +323.0% | +252.5% |
| 5Y | +32.6% | -43.8% | +76.4% | +41.2% |
| All | +1,381.0% | +143.1% | +1,237.9% | +1,080.3% |
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