+64.6%
NOK vs DXCM
-48.4%
+112.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.2% | -9.2% | +11.4% | +3.4% |
| 30D | -14.7% | -6.5% | -8.3% | -14.1% |
| 3M | -10.6% | -10.3% | -0.3% | -9.6% |
| 6M | -39.4% | +35.4% | -74.8% | -42.5% |
| YTD | +30.4% | +21.1% | +9.4% | +25.6% |
| 1Y | +22.3% | +38.2% | -15.9% | +15.4% |
| 3Y | +157.6% | -14.6% | +172.2% | +145.2% |
| 5Y | +64.6% | -49.6% | +114.1% | +72.4% |
| All | +64.6% | -48.4% | +112.9% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling