+239.3%
SLV vs DXCM
+1,167.0%
-927.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.3% |
| 7D | +5.1% | -3.5% | +8.6% | +5.3% |
| 30D | -12.9% | -5.8% | -7.1% | -12.6% |
| 3M | -16.1% | -4.3% | -11.7% | -15.9% |
| 6M | -33.2% | +31.6% | -64.7% | -34.6% |
| YTD | -27.2% | +19.6% | -46.9% | -28.3% |
| 1Y | +7.6% | +36.9% | -29.2% | +5.3% |
| 3Y | +122.3% | -16.3% | +138.6% | +120.2% |
| 5Y | +109.7% | -50.0% | +159.7% | +111.5% |
| 10Y | +168.4% | +413.2% | -244.7% | +130.5% |
| All | +239.3% | +1,167.0% | -927.7% | +190.3% |
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 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