+306.8%
SPOT vs DXCM
+330.1%
-23.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | +14.6% | -5.0% | +19.5% | +16.0% |
| 3M | +18.4% | -8.8% | +27.3% | +21.3% |
| 6M | +45.1% | +31.9% | +13.2% | +31.5% |
| YTD | +4.4% | +20.4% | -16.0% | -3.2% |
| 1Y | -2.7% | +45.7% | -48.4% | -14.9% |
| 3Y | +254.6% | -15.0% | +269.6% | +234.1% |
| 5Y | +124.8% | -48.5% | +173.2% | +135.9% |
| All | +306.8% | +330.1% | -23.3% | +206.0% |
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