-24.7%
U vs DXCM
-18.7%
-5.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +8.0% |
| 7D | +36.6% | -3.5% | +40.1% | +37.7% |
| 30D | +13.3% | -5.8% | +19.1% | +15.3% |
| 3M | +26.2% | -4.3% | +30.5% | +27.2% |
| 6M | +88.7% | +31.6% | +57.2% | +62.7% |
| YTD | +16.6% | +19.6% | -3.1% | +4.0% |
| 1Y | +29.0% | +36.9% | -7.9% | +7.9% |
| 3Y | +99.5% | -16.3% | +115.8% | +73.9% |
| 5Y | -66.1% | -50.0% | -16.1% | -64.0% |
| All | -24.7% | -18.7% | -5.9% | -41.5% |
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 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