+78.7%
SO vs DXCM
-48.7%
+127.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.1% |
| 7D | +1.4% | +4.9% | -3.6% | +1.2% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | +1.7% | -8.9% | +10.6% | +1.9% |
| 6M | +2.2% | +42.3% | -40.1% | +0.7% |
| YTD | +10.0% | +25.6% | -15.6% | +8.8% |
| 1Y | +6.0% | +39.5% | -33.5% | +4.5% |
| 3Y | +54.1% | -15.3% | +69.4% | +52.5% |
| All | +78.7% | -48.7% | +127.5% | +70.6% |
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 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