+1,001.8%
TER vs DXCM
+421.6%
+580.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.1% | +10.6% | +12.3% |
| 7D | -5.8% | -4.4% | -1.4% | -4.8% |
| 30D | -38.9% | -3.6% | -35.3% | -38.6% |
| 3M | -35.1% | -4.3% | -30.8% | -34.9% |
| 6M | -31.6% | +33.8% | -65.3% | -37.6% |
| YTD | +27.2% | +22.1% | +5.1% | +19.0% |
| 1Y | +35.2% | +47.4% | -12.2% | +20.8% |
| 3Y | +192.8% | -12.3% | +205.1% | +176.4% |
| 5Y | +72.4% | -49.1% | +121.5% | +77.9% |
| 10Y | +1,001.8% | +423.1% | +578.7% | +682.9% |
| All | +1,001.8% | +421.6% | +580.2% | +682.9% |
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