+1,818.5%
ON vs DXCM
+2,529.5%
-711.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.8% |
| 7D | -11.7% | -3.5% | -8.2% | -11.0% |
| 30D | -23.3% | -5.8% | -17.5% | -22.4% |
| 3M | -19.2% | -4.3% | -14.8% | -18.7% |
| 6M | -40.1% | +31.6% | -71.7% | -44.9% |
| YTD | +16.9% | +19.6% | -2.7% | +9.8% |
| 1Y | +29.7% | +36.9% | -7.1% | +18.0% |
| 3Y | -4.4% | -16.3% | +11.9% | -7.6% |
| 5Y | +7.1% | -50.0% | +57.1% | +13.4% |
| 10Y | +447.2% | +413.2% | +34.0% | +241.8% |
| All | +1,818.5% | +2,529.5% | -711.0% | +574.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling