+351.2%
USB vs DXCM
+2,810.6%
-2,459.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.1% |
| 7D | +1.4% | -3.2% | +4.7% | +1.9% |
| 30D | -1.3% | +6.3% | -7.6% | -2.3% |
| 3M | +15.2% | +21.1% | -5.9% | +11.4% |
| 6M | +18.8% | +20.6% | -1.7% | +14.7% |
| YTD | +21.0% | +32.4% | -11.4% | +15.0% |
| 1Y | +34.0% | +8.8% | +25.2% | +30.7% |
| 3Y | +95.3% | -13.7% | +109.1% | +88.9% |
| 5Y | +40.4% | -35.2% | +75.6% | +37.8% |
| 10Y | +107.3% | +281.8% | -174.5% | +37.6% |
| All | +351.2% | +2,810.6% | -2,459.4% | +50.1% |
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