+195.8%
UPS vs DXCM
+2,810.6%
-2,614.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -2.9% | -3.2% | +0.3% | -2.5% |
| 30D | -3.5% | +6.3% | -9.8% | -4.2% |
| 3M | -5.7% | +21.1% | -26.8% | -8.1% |
| 6M | -4.4% | +20.6% | -24.9% | -6.9% |
| YTD | +8.0% | +32.4% | -24.4% | +4.0% |
| 1Y | +29.0% | +8.8% | +20.2% | +26.6% |
| 3Y | -27.7% | -13.7% | -14.0% | -29.4% |
| 5Y | -34.3% | -35.2% | +0.8% | -35.1% |
| 10Y | +37.8% | +281.8% | -244.0% | +4.8% |
| All | +195.8% | +2,810.6% | -2,614.8% | +42.0% |
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