+30.6%
UPS vs DXCM
+44.8%
-14.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -1.9% | +3.6% |
| 7D | +8.2% | +12.5% | -4.3% | +6.2% |
| 30D | +22.7% | +1.8% | +20.9% | +22.2% |
| 3M | +6.4% | +1.8% | +4.7% | +5.8% |
| 6M | +22.6% | +47.4% | -24.8% | +13.4% |
| YTD | +20.7% | +33.3% | -12.6% | +14.7% |
| 1Y | +30.6% | +44.6% | -14.0% | +23.1% |
| All | +30.6% | +44.8% | -14.2% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling