+251.0%
SPOT vs DXCM
+351.4%
-100.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -6.5% | -6.5% | 0.0% | -4.6% |
| 30D | +2.2% | -4.3% | +6.5% | +3.5% |
| 3M | +5.4% | +7.3% | -1.9% | +2.4% |
| 6M | -4.0% | +22.0% | -26.0% | -10.7% |
| YTD | -9.9% | +26.4% | -36.3% | -17.4% |
| 1Y | -27.3% | +7.0% | -34.3% | -30.5% |
| 3Y | +236.4% | -19.6% | +256.0% | +222.1% |
| 5Y | +112.6% | -39.3% | +151.9% | +113.2% |
| All | +251.0% | +351.4% | -100.4% | +161.0% |
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