+151.8%
TER vs DXCM
-18.8%
+170.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +3.4% |
| 7D | -20.5% | -3.5% | -17.0% | -20.1% |
| 30D | -47.0% | -5.8% | -41.2% | -46.6% |
| 3M | -43.3% | -4.3% | -38.9% | -43.2% |
| 6M | -42.9% | +31.6% | -74.5% | -46.7% |
| YTD | +12.9% | +19.6% | -6.8% | +7.8% |
| 1Y | +18.2% | +36.9% | -18.7% | +10.4% |
| 3Y | +151.8% | -16.3% | +168.1% | +122.6% |
| All | +151.8% | -18.8% | +170.6% | +122.6% |
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