+455.4%
V vs DXCM
+409.7%
+45.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +0.8% | -3.7% | +4.5% | +1.4% |
| 30D | +9.9% | -5.0% | +14.9% | +10.7% |
| 3M | +17.5% | -8.8% | +26.3% | +19.1% |
| 6M | +33.5% | +31.9% | +1.6% | +26.8% |
| YTD | +21.6% | +20.4% | +1.1% | +16.8% |
| 1Y | +27.6% | +45.7% | -18.2% | +18.7% |
| 3Y | +76.4% | -15.0% | +91.4% | +70.1% |
| 5Y | +103.8% | -48.5% | +152.3% | +107.6% |
| All | +455.4% | +409.7% | +45.7% | +327.3% |
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