+36.2%
UPS vs DXCM
+256.6%
-220.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -1.3% |
| 7D | -2.1% | -6.2% | +4.1% | -1.4% |
| 30D | -2.3% | -0.3% | -2.1% | -2.3% |
| 3M | -5.2% | +10.3% | -15.5% | -6.5% |
| 6M | +1.4% | +24.1% | -22.7% | -1.5% |
| YTD | +6.1% | +27.4% | -21.3% | +2.7% |
| 1Y | +27.0% | +8.4% | +18.6% | +24.7% |
| 3Y | -25.9% | -19.0% | -6.9% | -27.2% |
| 5Y | -34.6% | -38.6% | +4.0% | -35.2% |
| 10Y | +36.2% | +252.9% | -216.8% | +21.0% |
| All | +36.2% | +256.6% | -220.5% | +21.0% |
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 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