+66.3%
UBER vs DXCM
+178.4%
-112.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.6% |
| 7D | +0.5% | -3.6% | +4.1% | +1.7% |
| 30D | -3.1% | -4.3% | +1.2% | -1.8% |
| 3M | -8.3% | -10.4% | +2.1% | -5.2% |
| 6M | -9.5% | +33.1% | -42.6% | -18.6% |
| YTD | -15.4% | +22.6% | -38.0% | -22.3% |
| 1Y | -26.1% | +36.5% | -62.7% | -34.7% |
| 3Y | +34.0% | -13.5% | +47.5% | +23.6% |
| 5Y | +53.2% | -49.6% | +102.8% | +64.1% |
| All | +66.3% | +178.4% | -112.2% | -9.5% |
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