+128.3%
SLV vs DXCM
-17.0%
+145.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -1.1% | -9.2% | +8.1% | -0.3% |
| 30D | -14.2% | -6.5% | -7.7% | -13.7% |
| 3M | -20.3% | -10.3% | -10.1% | -19.6% |
| 6M | -40.2% | +35.4% | -75.6% | -42.2% |
| YTD | -27.6% | +21.1% | -48.6% | -29.0% |
| 1Y | +0.4% | +38.2% | -37.8% | -2.2% |
| All | +128.3% | -17.0% | +145.3% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling