+111.7%
SPOT vs DXCM
-38.1%
+149.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.4% |
| 7D | -2.9% | -6.2% | +3.4% | -0.9% |
| 30D | +8.3% | -0.3% | +8.6% | +8.3% |
| 3M | +5.1% | +10.3% | -5.3% | +1.0% |
| 6M | -6.5% | +24.1% | -30.6% | -13.9% |
| YTD | -9.0% | +27.4% | -36.3% | -17.2% |
| 1Y | -26.4% | +8.4% | -34.8% | -30.1% |
| 3Y | +240.0% | -19.0% | +259.0% | +220.6% |
| 5Y | +111.7% | -38.6% | +150.3% | +107.9% |
| All | +111.7% | -38.1% | +149.8% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling