+295.2%
SCHW vs DXCM
+266.8%
+28.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -2.8% | -5.8% | +3.0% | -2.0% |
| 30D | -0.1% | -5.6% | +5.6% | +0.7% |
| 3M | +20.6% | +13.0% | +7.6% | +18.5% |
| 6M | +15.9% | +24.7% | -8.7% | +12.3% |
| YTD | +8.5% | +27.3% | -18.8% | +4.7% |
| 1Y | +17.8% | +11.2% | +6.6% | +15.2% |
| 3Y | +88.5% | -19.0% | +107.5% | +84.9% |
| 5Y | +60.6% | -38.5% | +99.1% | +58.7% |
| All | +295.2% | +266.8% | +28.4% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling