+65.8%
T vs DXCM
+270.8%
-205.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | +11.4% | +6.3% | +5.0% | +11.1% |
| 3M | +14.3% | +21.1% | -6.8% | +13.3% |
| 6M | -9.3% | +20.6% | -29.8% | -10.1% |
| YTD | +7.1% | +32.4% | -25.3% | +5.7% |
| 1Y | -9.1% | +8.8% | -17.9% | -9.7% |
| 3Y | +105.3% | -13.7% | +119.1% | +103.3% |
| 5Y | +66.8% | -35.2% | +102.0% | +65.0% |
| All | +65.8% | +270.8% | -205.0% | +73.5% |
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