+523.3%
ON vs DXCM
+402.7%
+120.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.3% |
| 7D | +12.2% | +4.9% | +7.3% | +10.8% |
| 30D | -3.1% | -0.2% | -3.0% | -3.4% |
| 3M | -12.9% | -8.9% | -4.0% | -11.1% |
| 6M | -38.6% | +42.3% | -80.9% | -45.8% |
| YTD | +31.2% | +25.6% | +5.7% | +19.5% |
| 1Y | +47.6% | +39.5% | +8.1% | +30.3% |
| 3Y | +6.6% | -15.3% | +21.9% | +0.8% |
| 5Y | +21.3% | -48.4% | +69.7% | +26.8% |
| All | +523.3% | +402.7% | +120.6% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling