+108.3%
V vs DXCM
-48.7%
+157.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | +0.9% | +4.9% | -4.0% | +0.2% |
| 30D | +9.0% | -0.2% | +9.1% | +8.9% |
| 3M | +16.7% | -8.9% | +25.6% | +18.1% |
| 6M | +33.4% | +42.3% | -8.9% | +26.1% |
| YTD | +22.4% | +25.6% | -3.2% | +17.4% |
| 1Y | +27.7% | +39.5% | -11.9% | +20.6% |
| 3Y | +78.0% | -15.3% | +93.3% | +70.8% |
| All | +108.3% | -48.7% | +157.0% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling