+449.7%
V vs DXCM
+410.2%
+39.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.0% |
| 7D | +2.2% | -3.5% | +5.7% | +2.8% |
| 30D | +13.6% | -5.8% | +19.4% | +14.6% |
| 3M | +14.3% | -4.3% | +18.6% | +14.9% |
| 6M | +33.1% | +31.6% | +1.5% | +26.5% |
| YTD | +21.2% | +19.6% | +1.6% | +16.6% |
| 1Y | +26.4% | +36.9% | -10.4% | +18.9% |
| 3Y | +77.6% | -16.3% | +93.9% | +71.7% |
| 5Y | +102.6% | -50.0% | +152.6% | +107.4% |
| All | +449.7% | +410.2% | +39.5% | +322.8% |
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