+127.6%
NOK vs DXCM
+266.8%
-139.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +8.7% | -5.8% | +14.5% | +9.4% |
| 30D | +12.5% | -5.6% | +18.1% | +13.2% |
| 3M | -20.7% | +13.0% | -33.8% | -22.3% |
| 6M | +36.2% | +24.7% | +11.5% | +31.4% |
| YTD | +64.1% | +27.3% | +36.8% | +57.9% |
| 1Y | +132.4% | +11.2% | +121.2% | +126.7% |
| 3Y | +182.9% | -19.0% | +201.9% | +176.5% |
| 5Y | +102.8% | -38.5% | +141.3% | +99.9% |
| All | +127.6% | +266.8% | -139.2% | +88.1% |
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