+7.8%
ON vs DXCM
-50.2%
+58.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +2.2% |
| 7D | -11.7% | -3.5% | -8.2% | -10.8% |
| 30D | -23.3% | -5.8% | -17.5% | -22.2% |
| 3M | -19.2% | -4.3% | -14.8% | -18.6% |
| 6M | -40.1% | +31.6% | -71.7% | -46.8% |
| YTD | +16.9% | +19.6% | -2.7% | +7.1% |
| 1Y | +29.7% | +36.9% | -7.1% | +13.3% |
| 3Y | -4.4% | -16.3% | +11.9% | -12.4% |
| All | +7.8% | -50.2% | +58.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling