-73.1%
SMR vs DXCM
+11.0%
-84.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.6% |
| 7D | +4.4% | -3.2% | +7.6% | +4.3% |
| 30D | +3.4% | +6.3% | -2.9% | +3.8% |
| 3M | -19.2% | +21.1% | -40.3% | -18.1% |
| 6M | -22.6% | +20.6% | -43.2% | -23.7% |
| YTD | -31.5% | +32.4% | -64.0% | -30.4% |
| 1Y | -73.1% | +8.8% | -81.9% | -79.4% |
| All | -73.1% | +11.0% | -84.1% | -79.4% |
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