+77.7%
SPY vs DXCM
-13.9%
+91.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.6% |
| 7D | +2.6% | +4.9% | -2.3% | +2.1% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | -2.8% | -8.9% | +6.1% | -2.1% |
| 6M | +2.1% | +42.3% | -40.1% | -1.5% |
| YTD | +11.5% | +25.6% | -14.1% | +8.7% |
| 1Y | +13.5% | +39.5% | -26.1% | +9.5% |
| 3Y | +77.7% | -15.3% | +93.0% | +70.3% |
| All | +77.7% | -13.9% | +91.6% | +70.3% |
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