+52.0%
ON vs DXCM
+42.7%
+9.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.8% |
| 7D | +3.3% | -9.2% | +12.5% | +2.6% |
| 30D | -3.1% | -6.5% | +3.4% | -3.4% |
| 3M | -9.2% | -10.3% | +1.0% | -9.6% |
| 6M | -31.4% | +35.4% | -66.8% | -32.0% |
| YTD | +36.0% | +21.1% | +14.9% | +40.6% |
| 1Y | +52.0% | +38.2% | +13.8% | +46.2% |
| All | +52.0% | +42.7% | +9.3% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling