+638.8%
SO vs DXCM
+2,529.5%
-1,890.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.7% |
| 7D | -1.5% | -3.5% | +2.0% | -1.3% |
| 30D | +8.1% | -5.8% | +13.9% | +8.4% |
| 3M | +0.2% | -4.3% | +4.6% | +0.4% |
| 6M | +0.4% | +31.6% | -31.2% | -1.4% |
| YTD | +8.5% | +19.6% | -11.1% | +7.0% |
| 1Y | +4.9% | +36.9% | -31.9% | +2.7% |
| 3Y | +47.9% | -16.3% | +64.2% | +46.3% |
| 5Y | +75.7% | -50.0% | +125.7% | +76.7% |
| 10Y | +178.0% | +413.2% | -235.2% | +139.6% |
| All | +638.8% | +2,529.5% | -1,890.7% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling