+71.0%
UBER vs DXCM
+187.0%
-116.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -7.0% | -6.5% | -0.5% | -4.9% |
| 30D | -8.9% | -4.3% | -4.6% | -7.6% |
| 3M | +1.0% | +7.3% | -6.3% | -1.8% |
| 6M | -3.7% | +22.0% | -25.8% | -10.9% |
| YTD | -13.0% | +26.4% | -39.4% | -20.7% |
| 1Y | -25.5% | +7.0% | -32.5% | -29.1% |
| 3Y | +50.5% | -19.6% | +70.1% | +42.8% |
| 5Y | +76.2% | -39.3% | +115.4% | +75.1% |
| All | +71.0% | +187.0% | -116.0% | -7.6% |
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 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