+195.7%
SO vs DXCM
+409.7%
-214.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.1% | -3.7% | +3.6% | +0.1% |
| 30D | +8.7% | -5.0% | +13.7% | +8.9% |
| 3M | +3.4% | -8.8% | +12.2% | +3.8% |
| 6M | +3.7% | +31.9% | -28.2% | +1.9% |
| YTD | +10.0% | +20.4% | -10.4% | +8.5% |
| 1Y | +6.6% | +45.7% | -39.1% | +4.0% |
| 3Y | +52.5% | -15.0% | +67.5% | +50.6% |
| 5Y | +76.1% | -48.5% | +124.5% | +76.8% |
| All | +195.7% | +409.7% | -214.0% | +178.0% |
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