+37.2%
PATH vs DXCM
+20.4%
+16.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -15.9% |
| 7D | -16.3% | -3.2% | -13.1% | -15.2% |
| 30D | +9.9% | +6.3% | +3.6% | +8.1% |
| 3M | +30.2% | +21.1% | +9.1% | +22.1% |
| 6M | +37.2% | +20.6% | +16.6% | +24.3% |
| All | +37.2% | +20.4% | +16.9% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling