-26.3%
U vs DXCM
-18.2%
-8.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +24.4% | -3.7% | +28.0% | +25.6% |
| 30D | +7.4% | -5.0% | +12.4% | +8.9% |
| 3M | +16.8% | -8.8% | +25.6% | +20.2% |
| 6M | +78.8% | +31.9% | +46.9% | +54.0% |
| YTD | +14.0% | +20.4% | -6.4% | +1.4% |
| 1Y | +16.7% | +45.7% | -29.0% | -5.0% |
| 3Y | +86.4% | -15.0% | +101.4% | +60.9% |
| 5Y | -71.5% | -48.5% | -23.0% | -70.1% |
| All | -26.3% | -18.2% | -8.1% | -42.9% |
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