+379.5%
SE vs DXCM
+619.0%
-239.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.9% | +2.2% |
| 7D | +3.3% | -4.4% | +7.6% | +4.9% |
| 30D | -18.2% | -3.6% | -14.5% | -17.2% |
| 3M | -31.3% | -4.3% | -26.9% | -30.4% |
| 6M | -10.1% | +33.8% | -43.9% | -20.5% |
| YTD | -38.9% | +22.1% | -61.0% | -44.3% |
| 1Y | -48.0% | +47.4% | -95.4% | -55.9% |
| 3Y | +78.8% | -12.3% | +91.1% | +63.2% |
| 5Y | -77.1% | -49.1% | -28.0% | -75.4% |
| All | +379.5% | +619.0% | -239.6% | +242.0% |
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