+92.7%
USB vs DXCM
+442.6%
-349.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.6% |
| 7D | -1.5% | +5.7% | -7.1% | -2.1% |
| 30D | +4.3% | +1.3% | +3.0% | +4.1% |
| 3M | -6.1% | +2.2% | -8.3% | -6.4% |
| 6M | +9.4% | +42.0% | -32.6% | +4.9% |
| YTD | +15.2% | +27.3% | -12.1% | +11.6% |
| 1Y | +32.8% | +42.5% | -9.7% | +27.0% |
| 3Y | +91.3% | -13.3% | +104.6% | +87.1% |
| 5Y | +22.7% | -46.8% | +69.5% | +23.0% |
| All | +92.7% | +442.6% | -349.9% | +59.9% |
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