+158.3%
NOK vs DXCM
-17.0%
+175.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | +2.2% | -9.2% | +11.4% | +2.4% |
| 30D | -14.7% | -6.5% | -8.3% | -14.6% |
| 3M | -10.6% | -10.3% | -0.3% | -10.3% |
| 6M | -39.4% | +35.4% | -74.8% | -40.5% |
| YTD | +30.4% | +21.1% | +9.4% | +29.1% |
| 1Y | +22.3% | +38.2% | -15.9% | +19.9% |
| All | +158.3% | -17.0% | +175.3% | +136.2% |
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