+240.0%
SPOT vs DXCM
-19.4%
+259.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.9% |
| 7D | -2.9% | -6.2% | +3.4% | -1.7% |
| 30D | +8.3% | -0.3% | +8.6% | +8.3% |
| 3M | +5.1% | +10.3% | -5.3% | +2.8% |
| 6M | -6.5% | +24.1% | -30.6% | -10.8% |
| YTD | -9.0% | +27.4% | -36.3% | -13.7% |
| 1Y | -26.4% | +8.4% | -34.8% | -28.5% |
| 3Y | +240.0% | -19.0% | +259.0% | +236.8% |
| All | +240.0% | -19.4% | +259.5% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling