-37.5%
U vs DXCM
-13.5%
-24.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +4.3% |
| 7D | +4.5% | -6.2% | +10.7% | +7.3% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | +48.4% | +10.3% | +38.1% | +40.6% |
| 6M | +115.4% | +24.1% | +91.2% | +91.3% |
| YTD | -3.2% | +27.4% | -30.6% | -15.1% |
| 1Y | -6.0% | +8.4% | -14.4% | -12.9% |
| 3Y | +13.5% | -19.0% | +32.4% | +2.1% |
| 5Y | -68.0% | -38.6% | -29.4% | -68.8% |
| All | -37.5% | -13.5% | -24.0% | -52.2% |
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