+62.0%
SLV vs DXCM
+11.0%
+51.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | +6.7% | +6.3% | +0.3% | +5.8% |
| 3M | -10.7% | +21.1% | -31.8% | -13.9% |
| 6M | -20.6% | +20.6% | -41.2% | -22.9% |
| YTD | -7.1% | +32.4% | -39.6% | -11.1% |
| 1Y | +62.0% | +8.8% | +53.1% | +50.3% |
| All | +62.0% | +11.0% | +51.0% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling