+308.8%
SPOT vs DXCM
+332.4%
-23.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -3.0% | -9.2% | +6.2% | -0.2% |
| 30D | +15.2% | -6.5% | +21.7% | +17.2% |
| 3M | +21.6% | -10.3% | +31.8% | +25.1% |
| 6M | +45.2% | +35.4% | +9.8% | +30.6% |
| YTD | +4.9% | +21.1% | -16.2% | -2.9% |
| 1Y | -4.8% | +38.2% | -43.0% | -15.4% |
| 3Y | +256.3% | -14.6% | +270.8% | +235.2% |
| 5Y | +120.2% | -49.6% | +169.8% | +132.4% |
| All | +308.8% | +332.4% | -23.6% | +207.0% |
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