+65.5%
T vs DXCM
-15.9%
+81.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.6% | -3.6% | +5.3% | +1.8% |
| 30D | -2.9% | -4.3% | +1.4% | -2.8% |
| 3M | -7.5% | -10.4% | +2.9% | -7.3% |
| 6M | -9.9% | +33.1% | -43.0% | -10.3% |
| YTD | -6.4% | +22.6% | -29.1% | -6.9% |
| 1Y | -9.4% | +36.5% | -45.9% | -10.0% |
| All | +65.5% | -15.9% | +81.4% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling