-6.4%
T vs DXCM
+44.8%
-51.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.6% | +1.5% |
| 7D | +5.5% | +12.5% | -7.1% | +4.5% |
| 30D | -8.9% | +1.8% | -10.7% | -9.2% |
| 3M | -5.6% | +1.8% | -7.3% | -5.9% |
| 6M | -14.3% | +47.4% | -61.7% | -14.1% |
| YTD | -7.9% | +33.3% | -41.2% | -9.3% |
| 1Y | -6.4% | +44.6% | -51.0% | -8.4% |
| All | -6.4% | +44.8% | -51.3% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling