+338.6%
USB vs DXCM
+2,829.8%
-2,491.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | +0.9% |
| 7D | +2.4% | +12.5% | -10.1% | +0.5% |
| 30D | +6.6% | +1.8% | +4.7% | +6.1% |
| 3M | -4.1% | +1.8% | -5.9% | -4.6% |
| 6M | +12.5% | +47.4% | -34.9% | +5.2% |
| YTD | +17.6% | +33.3% | -15.7% | +11.5% |
| 1Y | +36.5% | +44.6% | -8.1% | +27.6% |
| 3Y | +95.4% | -9.2% | +104.6% | +88.2% |
| 5Y | +26.1% | -43.8% | +69.9% | +26.8% |
| 10Y | +101.3% | +471.8% | -370.5% | +24.6% |
| All | +338.6% | +2,829.8% | -2,491.2% | +45.6% |
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 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