+452.8%
T vs DXCM
+2,595.0%
-2,142.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.6% | -3.6% | +5.3% | +1.9% |
| 30D | -2.9% | -4.3% | +1.4% | -2.6% |
| 3M | -7.5% | -10.4% | +2.9% | -6.8% |
| 6M | -9.9% | +33.1% | -43.0% | -12.0% |
| YTD | -6.4% | +22.6% | -29.1% | -8.2% |
| 1Y | -9.4% | +36.5% | -45.9% | -11.9% |
| 3Y | +64.9% | -13.5% | +78.3% | +62.2% |
| 5Y | +57.0% | -49.6% | +106.6% | +58.3% |
| 10Y | +60.8% | +399.5% | -338.7% | +27.8% |
| All | +452.8% | +2,595.0% | -2,142.3% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling