+752.3%
PLTR vs DXCM
-13.9%
+766.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.7% |
| 7D | +4.7% | +4.9% | -0.2% | +3.5% |
| 30D | -16.4% | -0.2% | -16.2% | -16.6% |
| 3M | -6.2% | -8.9% | +2.8% | -4.3% |
| 6M | +29.2% | +42.3% | -13.1% | +18.0% |
| YTD | -5.5% | +25.6% | -31.0% | -11.3% |
| 1Y | -2.4% | +39.5% | -41.9% | -10.5% |
| 3Y | +752.3% | -15.3% | +767.6% | +730.0% |
| All | +752.3% | -13.9% | +766.2% | +730.0% |
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