-5.9%
UPS vs DXCM
-13.1%
+7.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.2% |
| 7D | +1.1% | -4.4% | +5.5% | +1.7% |
| 30D | +17.3% | -3.6% | +20.9% | +17.8% |
| 3M | +7.9% | -4.3% | +12.2% | +8.3% |
| 6M | +13.7% | +33.8% | -20.0% | +9.9% |
| YTD | +17.2% | +22.1% | -5.0% | +14.2% |
| 1Y | +23.2% | +47.4% | -24.2% | +18.0% |
| 3Y | -5.9% | -12.3% | +6.4% | -11.7% |
| All | -5.9% | -13.1% | +7.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling