+597.0%
SE vs DXCM
+649.7%
-52.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.5% |
| 7D | +0.6% | -6.2% | +6.8% | +2.9% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +34.1% | +10.3% | +23.8% | +28.2% |
| 6M | +23.2% | +24.1% | -0.9% | +12.1% |
| YTD | -11.2% | +27.4% | -38.5% | -20.1% |
| 1Y | -40.5% | +8.4% | -48.9% | -44.0% |
| 3Y | +196.3% | -19.0% | +215.3% | +178.2% |
| 5Y | -67.0% | -38.6% | -28.5% | -66.6% |
| All | +597.0% | +649.7% | -52.7% | +390.9% |
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