+535.7%
ON vs DXCM
+411.4%
+124.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -4.1% | -3.7% | -0.4% | -3.1% |
| 30D | -10.2% | -5.0% | -5.2% | -9.2% |
| 3M | -12.7% | -8.8% | -3.9% | -10.9% |
| 6M | -32.5% | +31.9% | -64.4% | -39.3% |
| YTD | +28.6% | +20.4% | +8.1% | +18.5% |
| 1Y | +43.4% | +45.7% | -2.3% | +24.7% |
| 3Y | +3.3% | -15.0% | +18.3% | -2.6% |
| 5Y | +22.5% | -48.5% | +71.0% | +28.2% |
| 10Y | +535.7% | +411.2% | +124.5% | +331.3% |
| All | +535.7% | +411.4% | +124.3% | +331.3% |
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 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