+1,077.0%
TER vs DXCM
+412.4%
+664.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.2% |
| 7D | +5.9% | -9.2% | +15.1% | +8.4% |
| 30D | -30.8% | -6.5% | -24.3% | -29.9% |
| 3M | -29.9% | -10.3% | -19.7% | -28.6% |
| 6M | -27.5% | +35.4% | -62.9% | -34.1% |
| YTD | +37.5% | +21.1% | +16.4% | +28.8% |
| 1Y | +50.3% | +38.2% | +12.0% | +36.5% |
| 3Y | +204.9% | -14.6% | +219.5% | +189.7% |
| 5Y | +89.2% | -49.6% | +138.7% | +95.5% |
| 10Y | +1,077.0% | +393.1% | +683.9% | +751.9% |
| All | +1,077.0% | +412.4% | +664.5% | +751.9% |
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 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