+186.8%
SO vs DXCM
+421.6%
-234.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -1.1% | -4.4% | +3.3% | -0.9% |
| 30D | +8.6% | -3.6% | +12.2% | +8.7% |
| 3M | +1.8% | -4.3% | +6.1% | +1.9% |
| 6M | +3.6% | +33.8% | -30.1% | +1.8% |
| YTD | +9.9% | +22.1% | -12.2% | +8.4% |
| 1Y | +5.7% | +47.4% | -41.7% | +3.1% |
| 3Y | +52.5% | -12.3% | +64.8% | +50.3% |
| 5Y | +77.3% | -49.1% | +126.4% | +78.2% |
| 10Y | +186.8% | +423.1% | -236.3% | +168.6% |
| All | +186.8% | +421.6% | -234.8% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling