+140.9%
NOK vs DXCM
+8.9%
+132.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +4.7% |
| 7D | +11.0% | -5.5% | +16.5% | +10.5% |
| 30D | +7.8% | -8.6% | +16.4% | +7.2% |
| 3M | -21.0% | +10.3% | -31.3% | -19.7% |
| 6M | +40.9% | +25.2% | +15.7% | +44.8% |
| YTD | +72.0% | +25.1% | +46.9% | +77.0% |
| 1Y | +140.9% | +9.2% | +131.7% | +150.4% |
| All | +140.9% | +8.9% | +132.0% | +150.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling