+73.5%
XYZ vs DXCM
-13.1%
+86.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.2% |
| 7D | +14.9% | -4.4% | +19.2% | +16.1% |
| 30D | +14.7% | -3.6% | +18.3% | +15.6% |
| 3M | +12.1% | -4.3% | +16.4% | +13.1% |
| 6M | +18.3% | +33.8% | -15.4% | +11.3% |
| YTD | +36.1% | +22.1% | +13.9% | +30.2% |
| 1Y | +35.3% | +47.4% | -12.1% | +25.1% |
| 3Y | +73.5% | -12.3% | +85.7% | +80.4% |
| All | +73.5% | -13.1% | +86.6% | +80.4% |
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 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