+184.5%
NOK vs DXCM
-19.6%
+204.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +9.3% | -6.5% | +15.8% | +9.6% |
| 30D | +17.9% | -4.3% | +22.2% | +18.0% |
| 3M | -22.3% | +7.3% | -29.6% | -22.4% |
| 6M | +36.4% | +22.0% | +14.4% | +35.3% |
| YTD | +66.3% | +26.4% | +39.9% | +64.5% |
| 1Y | +134.4% | +7.0% | +127.4% | +133.9% |
| All | +184.5% | -19.6% | +204.1% | +185.8% |
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