-68.3%
AAL vs DXCM
+391.0%
-459.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.8% |
| 7D | +2.9% | -3.6% | +6.6% | +3.5% |
| 30D | +6.5% | -4.3% | +10.8% | +7.2% |
| 3M | -10.9% | -10.4% | -0.5% | -9.4% |
| 6M | +4.9% | +33.1% | -28.2% | -0.3% |
| YTD | -13.2% | +22.6% | -35.8% | -16.5% |
| 1Y | -1.1% | +36.5% | -37.7% | -6.4% |
| 3Y | +12.8% | -13.5% | +26.3% | +10.2% |
| 5Y | -34.4% | -49.6% | +15.2% | -34.7% |
| All | -68.3% | +391.0% | -459.3% | -73.4% |
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 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