+98.3%
USB vs DXCM
-13.8%
+112.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.1% |
| 7D | +1.4% | -3.2% | +4.7% | +1.8% |
| 30D | -1.3% | +6.3% | -7.6% | -1.9% |
| 3M | +15.2% | +21.1% | -5.9% | +12.8% |
| 6M | +18.8% | +20.6% | -1.7% | +16.1% |
| YTD | +21.0% | +32.4% | -11.4% | +17.1% |
| 1Y | +34.0% | +8.8% | +25.2% | +31.8% |
| All | +98.3% | -13.8% | +112.0% | +94.2% |
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