+6.6%
ON vs DXCM
-13.9%
+20.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.0% |
| 7D | +12.2% | +4.9% | +7.3% | +11.3% |
| 30D | -3.1% | -0.2% | -3.0% | -3.2% |
| 3M | -12.9% | -8.9% | -4.0% | -11.6% |
| 6M | -38.6% | +42.3% | -80.9% | -43.9% |
| YTD | +31.2% | +25.6% | +5.7% | +23.2% |
| 1Y | +47.6% | +39.5% | +8.1% | +35.1% |
| 3Y | +6.6% | -15.3% | +21.9% | -7.5% |
| All | +6.6% | -13.9% | +20.5% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling