+322.4%
NET vs DXCM
-9.5%
+331.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -3.4% |
| 7D | -16.4% | +12.5% | -28.9% | -17.8% |
| 30D | -25.8% | +1.8% | -27.7% | -26.1% |
| 3M | -11.5% | +1.8% | -13.3% | -11.8% |
| 6M | +18.9% | +47.4% | -28.4% | +12.4% |
| YTD | +35.2% | +33.3% | +1.9% | +29.4% |
| 1Y | +14.5% | +44.6% | -30.2% | +8.4% |
| All | +322.4% | -9.5% | +331.9% | +245.1% |
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