+26.1%
NOK vs DXCM
+2,810.6%
-2,784.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.9% |
| 7D | -1.8% | -3.2% | +1.5% | -1.3% |
| 30D | +4.7% | +6.3% | -1.6% | +3.7% |
| 3M | -39.7% | +21.1% | -60.7% | -41.6% |
| 6M | +23.1% | +20.6% | +2.5% | +18.7% |
| YTD | +55.0% | +32.4% | +22.6% | +47.3% |
| 1Y | +118.0% | +8.8% | +109.2% | +112.4% |
| 3Y | +170.5% | -13.7% | +184.2% | +161.0% |
| 5Y | +84.9% | -35.2% | +120.0% | +82.0% |
| 10Y | +112.0% | +281.8% | -169.8% | +49.4% |
| All | +26.1% | +2,810.6% | -2,784.5% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling