+82.2%
UBER vs DXCM
+200.7%
-118.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.4% |
| 7D | -3.9% | -3.2% | -0.7% | -2.8% |
| 30D | +11.1% | +6.3% | +4.8% | +8.8% |
| 3M | +4.9% | +21.1% | -16.2% | -2.1% |
| 6M | -1.2% | +20.6% | -21.7% | -8.2% |
| YTD | -7.3% | +32.4% | -39.7% | -16.8% |
| 1Y | -17.6% | +8.8% | -26.5% | -22.0% |
| 3Y | +61.1% | -13.7% | +74.8% | +48.6% |
| 5Y | +87.9% | -35.2% | +123.1% | +82.4% |
| All | +82.2% | +200.7% | -118.5% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling