+102.7%
NOK vs DXCM
-38.0%
+140.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +9.3% | -6.5% | +15.8% | +10.2% |
| 30D | +17.9% | -4.3% | +22.2% | +18.4% |
| 3M | -22.3% | +7.3% | -29.6% | -23.3% |
| 6M | +36.4% | +22.0% | +14.4% | +31.9% |
| YTD | +66.3% | +26.4% | +39.9% | +59.8% |
| 1Y | +134.4% | +7.0% | +127.4% | +130.1% |
| 3Y | +186.6% | -19.6% | +206.2% | +178.6% |
| 5Y | +102.7% | -39.3% | +142.0% | +92.5% |
| All | +102.7% | -38.0% | +140.7% | +92.5% |
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