+476.5%
V vs DXCM
+391.0%
+85.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.9% |
| 7D | -0.4% | -3.6% | +3.3% | +0.2% |
| 30D | +6.3% | -4.3% | +10.6% | +7.0% |
| 3M | +17.2% | -10.4% | +27.5% | +19.1% |
| 6M | +29.2% | +33.1% | -3.9% | +22.6% |
| YTD | +20.8% | +22.6% | -1.8% | +15.7% |
| 1Y | +25.0% | +36.5% | -11.5% | +17.6% |
| 3Y | +75.3% | -13.5% | +88.7% | +68.4% |
| 5Y | +105.8% | -49.6% | +155.5% | +110.7% |
| All | +476.5% | +391.0% | +85.5% | +341.7% |
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