+77.9%
V vs DXCM
-17.0%
+94.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.3% | -9.2% | +6.9% | -1.6% |
| 30D | +9.5% | -6.5% | +16.0% | +10.1% |
| 3M | +17.5% | -10.3% | +27.8% | +18.4% |
| 6M | +32.2% | +35.4% | -3.3% | +28.8% |
| YTD | +22.3% | +21.1% | +1.2% | +20.1% |
| 1Y | +26.8% | +38.2% | -11.4% | +23.3% |
| All | +77.9% | -17.0% | +94.9% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling