+27.1%
UPS vs DXCM
+47.0%
-19.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | +1.1% | -4.4% | +5.5% | +2.0% |
| 30D | +17.3% | -3.6% | +20.9% | +18.1% |
| 3M | +7.9% | -4.3% | +12.2% | +8.5% |
| 6M | +13.7% | +33.8% | -20.0% | +6.2% |
| YTD | +17.2% | +22.1% | -5.0% | +12.3% |
| All | +27.1% | +47.0% | -19.9% | +15.0% |
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 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