+516.0%
ON vs DXCM
+421.6%
+94.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.1% | +7.1% | +8.6% |
| 7D | -1.4% | -4.4% | +2.9% | -0.2% |
| 30D | -10.9% | -3.6% | -7.2% | -10.2% |
| 3M | -14.9% | -4.3% | -10.5% | -14.3% |
| 6M | -33.0% | +33.8% | -66.8% | -40.0% |
| YTD | +27.6% | +22.1% | +5.5% | +17.2% |
| 1Y | +44.5% | +47.4% | -2.9% | +25.3% |
| 3Y | +7.4% | -12.3% | +19.7% | +0.3% |
| 5Y | +18.7% | -49.1% | +67.8% | +24.7% |
| 10Y | +516.0% | +423.1% | +92.8% | +315.4% |
| All | +516.0% | +421.6% | +94.4% | +315.4% |
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 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