+372.3%
SE vs DXCM
+608.8%
-236.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +1.4% |
| 30D | -19.4% | -5.0% | -14.4% | -18.0% |
| 3M | -33.1% | -8.8% | -24.3% | -31.1% |
| 6M | -11.4% | +31.9% | -43.3% | -21.3% |
| YTD | -39.8% | +20.4% | -60.2% | -44.9% |
| 1Y | -50.5% | +45.7% | -96.2% | -57.8% |
| 3Y | +68.9% | -15.0% | +83.9% | +56.1% |
| 5Y | -77.1% | -48.5% | -28.6% | -75.5% |
| All | +372.3% | +608.8% | -236.5% | +238.7% |
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