+186.4%
TER vs DXCM
-17.4%
+203.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -8.9% | -3.7% | -5.2% | -8.4% |
| 30D | -39.1% | -5.0% | -34.1% | -38.7% |
| 3M | -32.8% | -8.8% | -23.9% | -32.0% |
| 6M | -31.7% | +31.9% | -63.6% | -36.2% |
| YTD | +26.9% | +20.4% | +6.5% | +21.1% |
| 1Y | +33.6% | +45.7% | -12.2% | +23.5% |
| All | +186.4% | -17.4% | +203.8% | +148.5% |
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