+33.9%
DAL vs DXCM
+11.0%
+22.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | +0.1% | -3.2% | +3.3% | +0.7% |
| 30D | -13.9% | +6.3% | -20.3% | -14.9% |
| 3M | +1.1% | +21.1% | -20.0% | -2.5% |
| 6M | +26.2% | +20.6% | +5.7% | +20.7% |
| YTD | +16.4% | +32.4% | -16.0% | +10.6% |
| 1Y | +33.9% | +8.8% | +25.0% | +22.5% |
| All | +33.9% | +11.0% | +22.9% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling