+589.4%
SE vs DXCM
+679.6%
-90.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -6.1% | -3.2% | -2.9% | -5.0% |
| 30D | -2.5% | +6.3% | -8.8% | -4.6% |
| 3M | +21.7% | +21.1% | +0.6% | +12.4% |
| 6M | +27.0% | +20.6% | +6.4% | +16.8% |
| YTD | -12.1% | +32.4% | -44.6% | -22.1% |
| 1Y | -40.9% | +8.8% | -49.8% | -44.4% |
| 3Y | +191.0% | -13.7% | +204.7% | +166.8% |
| 5Y | -68.3% | -35.2% | -33.1% | -68.5% |
| All | +589.4% | +679.6% | -90.2% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling