+311.5%
SPY vs DXCM
+256.6%
+54.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | +0.5% | -6.2% | +6.8% | +1.4% |
| 30D | -0.9% | -0.3% | -0.7% | -1.0% |
| 3M | +3.9% | +10.3% | -6.4% | +2.1% |
| 6M | +14.5% | +24.1% | -9.6% | +10.5% |
| YTD | +12.9% | +27.4% | -14.4% | +8.4% |
| 1Y | +19.4% | +8.4% | +11.0% | +16.7% |
| 3Y | +78.5% | -19.0% | +97.5% | +74.4% |
| 5Y | +81.8% | -38.6% | +120.3% | +79.6% |
| 10Y | +311.5% | +252.9% | +58.6% | +255.9% |
| All | +311.5% | +256.6% | +54.9% | +255.9% |
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 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