-48.1%
SMR vs DXCM
-23.0%
-25.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -2.8% | -3.7% | +0.9% | -2.4% |
| 30D | -27.5% | -5.0% | -22.5% | -27.1% |
| 3M | -43.1% | -8.8% | -34.3% | -42.6% |
| 6M | -58.4% | +31.9% | -90.3% | -60.3% |
| YTD | -63.2% | +20.4% | -83.6% | -64.3% |
| 1Y | -81.6% | +45.7% | -127.4% | -82.6% |
| 3Y | +149.8% | -15.0% | +164.8% | +146.0% |
| All | -48.1% | -23.0% | -25.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling