+58.8%
T vs DXCM
+411.4%
-352.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.7% |
| 7D | +2.6% | -3.7% | +6.2% | +2.7% |
| 30D | -1.1% | -5.0% | +3.9% | -0.9% |
| 3M | -7.7% | -8.8% | +1.1% | -7.4% |
| 6M | -10.6% | +31.9% | -42.5% | -11.7% |
| YTD | -7.5% | +20.4% | -27.9% | -8.3% |
| 1Y | -7.4% | +45.7% | -53.2% | -9.0% |
| 3Y | +63.1% | -15.0% | +78.1% | +61.7% |
| 5Y | +55.2% | -48.5% | +103.7% | +55.0% |
| 10Y | +58.8% | +411.2% | -352.4% | +53.4% |
| All | +58.8% | +411.4% | -352.6% | +53.4% |
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 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