+82.5%
UBER vs DXCM
-38.1%
+120.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.4% | -2.3% |
| 7D | -2.8% | -6.2% | +3.4% | -0.9% |
| 30D | -2.5% | -0.3% | -2.3% | -2.5% |
| 3M | +4.4% | +10.3% | -5.9% | +1.0% |
| 6M | -2.7% | +24.1% | -26.8% | -9.6% |
| YTD | -10.5% | +27.4% | -37.9% | -17.8% |
| 1Y | -22.5% | +8.4% | -30.9% | -26.0% |
| 3Y | +54.8% | -19.0% | +73.8% | +47.0% |
| 5Y | +82.5% | -38.6% | +121.1% | +73.6% |
| All | +82.5% | -38.1% | +120.6% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling