+1,057.8%
TER vs DXCM
+391.0%
+666.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +24.0% | -3.6% | +27.6% | +25.0% |
| 30D | -30.6% | -4.3% | -26.3% | -30.1% |
| 3M | -34.5% | -10.4% | -24.1% | -33.2% |
| 6M | -26.4% | +33.1% | -59.5% | -32.7% |
| YTD | +36.4% | +22.6% | +13.8% | +27.4% |
| 1Y | +47.4% | +36.5% | +10.9% | +34.3% |
| 3Y | +202.6% | -13.5% | +216.0% | +186.6% |
| 5Y | +83.9% | -49.6% | +133.5% | +90.1% |
| All | +1,057.8% | +391.0% | +666.7% | +751.1% |
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