+34.0%
USB vs DXCM
+11.0%
+23.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | 0.0% |
| 7D | +1.4% | -3.2% | +4.7% | +1.8% |
| 30D | -1.3% | +6.3% | -7.6% | -2.0% |
| 3M | +15.2% | +21.1% | -5.9% | +12.5% |
| 6M | +18.8% | +20.6% | -1.7% | +15.3% |
| YTD | +21.0% | +32.4% | -11.4% | +16.7% |
| 1Y | +34.0% | +8.8% | +25.2% | +27.6% |
| All | +34.0% | +11.0% | +23.0% | +27.6% |
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