+329.4%
USB vs DXCM
+2,696.7%
-2,367.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.4% |
| 7D | -1.5% | +5.7% | -7.1% | -2.3% |
| 30D | +4.3% | +1.3% | +3.0% | +4.0% |
| 3M | -6.1% | +2.2% | -8.3% | -6.6% |
| 6M | +9.4% | +42.0% | -32.6% | +2.9% |
| YTD | +15.2% | +27.3% | -12.1% | +10.0% |
| 1Y | +32.8% | +42.5% | -9.7% | +24.4% |
| 3Y | +91.3% | -13.3% | +104.6% | +85.6% |
| 5Y | +22.7% | -46.8% | +69.5% | +24.4% |
| 10Y | +97.0% | +445.8% | -348.7% | +22.9% |
| All | +329.4% | +2,696.7% | -2,367.3% | +43.5% |
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