+566.1%
XYZ vs DXCM
+391.0%
+175.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.6% |
| 7D | -2.1% | -3.6% | +1.5% | -0.8% |
| 30D | +7.0% | -4.3% | +11.3% | +8.9% |
| 3M | +5.1% | -10.4% | +15.4% | +9.6% |
| 6M | +14.1% | +33.1% | -19.1% | -0.1% |
| YTD | +26.4% | +22.6% | +3.7% | +14.2% |
| 1Y | +25.1% | +36.5% | -11.5% | +7.9% |
| 3Y | +59.7% | -13.5% | +73.2% | +44.7% |
| 5Y | -63.8% | -49.6% | -14.2% | -59.8% |
| All | +566.1% | +391.0% | +175.0% | +298.9% |
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