-24.5%
ON vs DXCM
-17.7%
-6.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +2.4% | -3.2% | +5.7% | +3.1% |
| 30D | -3.3% | +6.3% | -9.6% | -4.5% |
| 3M | -43.6% | +21.1% | -64.7% | -46.2% |
| 6M | +19.0% | +20.6% | -1.6% | +13.3% |
| YTD | +37.4% | +32.4% | +4.9% | +27.4% |
| 1Y | +54.8% | +8.8% | +45.9% | +50.0% |
| All | -24.5% | -17.7% | -6.8% | -30.7% |
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