+2,153.9%
ON vs DXCM
+2,810.6%
-656.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +2.4% | -3.2% | +5.7% | +3.2% |
| 30D | -3.3% | +6.3% | -9.6% | -4.7% |
| 3M | -43.6% | +21.1% | -64.7% | -46.6% |
| 6M | +19.0% | +20.6% | -1.6% | +12.2% |
| YTD | +37.4% | +32.4% | +4.9% | +26.5% |
| 1Y | +54.8% | +8.8% | +45.9% | +48.4% |
| 3Y | -25.2% | -13.7% | -11.4% | -28.1% |
| 5Y | +62.7% | -35.2% | +97.9% | +63.5% |
| 10Y | +574.3% | +281.8% | +292.5% | +344.2% |
| All | +2,153.9% | +2,810.6% | -656.7% | +677.5% |
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 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