+54.1%
T vs DXCM
+421.6%
-367.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | +1.7% | -4.4% | +6.0% | +1.9% |
| 30D | -1.7% | -3.6% | +1.9% | -1.6% |
| 3M | -7.3% | -4.3% | -3.0% | -7.2% |
| 6M | -11.2% | +33.8% | -45.0% | -12.3% |
| YTD | -8.1% | +22.1% | -30.2% | -9.0% |
| 1Y | -8.0% | +47.4% | -55.4% | -9.6% |
| 3Y | +62.1% | -12.3% | +74.4% | +60.5% |
| 5Y | +55.7% | -49.1% | +104.8% | +55.6% |
| 10Y | +54.1% | +423.1% | -369.0% | +49.0% |
| All | +54.1% | +421.6% | -367.5% | +49.0% |
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