+82.5%
SPY vs DXCM
-35.5%
+118.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | +0.1% | +6.3% | -6.3% | -0.9% |
| 3M | +2.0% | +21.1% | -19.1% | -1.2% |
| 6M | +13.0% | +20.6% | -7.6% | +9.3% |
| YTD | +13.5% | +32.4% | -18.9% | +8.1% |
| 1Y | +20.0% | +8.8% | +11.1% | +17.2% |
| 3Y | +77.2% | -13.7% | +90.9% | +69.8% |
| All | +82.5% | -35.5% | +118.1% | +74.4% |
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