+154.5%
SO vs DXCM
+272.3%
-117.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -0.2% | -3.2% | +3.1% | 0.0% |
| 30D | -4.6% | +6.3% | -10.9% | -4.9% |
| 3M | -3.0% | +21.1% | -24.1% | -4.1% |
| 6M | -8.3% | +20.6% | -28.8% | -9.4% |
| YTD | +3.5% | +32.4% | -28.9% | +1.7% |
| 1Y | -0.9% | +8.8% | -9.8% | -1.8% |
| 3Y | +45.4% | -13.7% | +59.1% | +43.4% |
| 5Y | +59.6% | -35.2% | +94.8% | +58.1% |
| All | +154.5% | +272.3% | -117.7% | +157.2% |
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