+264.0%
SPOT vs DXCM
+373.0%
-109.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.1% | -2.6% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | +12.5% | +6.3% | +6.1% | +10.4% |
| 3M | +9.9% | +21.1% | -11.2% | +2.9% |
| 6M | +1.6% | +20.6% | -19.0% | -5.3% |
| YTD | -6.6% | +32.4% | -39.0% | -15.5% |
| 1Y | -22.9% | +8.8% | -31.8% | -26.8% |
| 3Y | +244.3% | -13.7% | +258.0% | +222.0% |
| 5Y | +117.8% | -35.2% | +153.0% | +114.3% |
| All | +264.0% | +373.0% | -109.0% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling