+543.0%
XYZ vs DXCM
+298.4%
+244.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.3% |
| 7D | +9.2% | +5.7% | +3.5% | +7.1% |
| 30D | +9.8% | +1.3% | +8.5% | +9.3% |
| 3M | -0.2% | +2.2% | -2.4% | -1.1% |
| 6M | +18.0% | +42.0% | -24.0% | +1.6% |
| YTD | +29.1% | +27.3% | +1.9% | +15.8% |
| 1Y | +14.1% | +42.5% | -28.4% | -2.3% |
| 3Y | +72.6% | -13.3% | +86.0% | +58.3% |
| 5Y | -64.6% | -46.8% | -17.8% | -61.6% |
| 10Y | +590.0% | +445.8% | +144.2% | +321.8% |
| All | +543.0% | +298.4% | +244.6% | +288.2% |
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