+2,926.4%
V vs DXCM
+9,351.6%
-6,425.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | +2.0% | +6.3% | -4.4% | +0.9% |
| 3M | +17.4% | +21.1% | -3.7% | +13.2% |
| 6M | +17.5% | +20.6% | -3.1% | +13.1% |
| YTD | +7.6% | +32.4% | -24.9% | +1.7% |
| 1Y | +7.7% | +8.8% | -1.1% | +4.7% |
| 3Y | +54.7% | -13.7% | +68.4% | +48.7% |
| 5Y | +73.0% | -35.2% | +108.2% | +70.1% |
| 10Y | +390.9% | +281.8% | +109.1% | +233.7% |
| All | +2,926.4% | +9,351.6% | -6,425.2% | +956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling