+62.1%
DAL vs DXCM
+44.8%
+17.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.6% | +0.5% | +5.6% |
| 7D | +11.1% | +12.5% | -1.5% | +8.3% |
| 30D | +7.7% | +1.8% | +5.9% | +7.1% |
| 3M | -3.5% | +1.8% | -5.3% | -4.2% |
| 6M | +31.3% | +47.4% | -16.1% | +17.7% |
| YTD | +30.0% | +33.3% | -3.4% | +21.4% |
| 1Y | +62.1% | +44.6% | +17.5% | +49.4% |
| All | +62.1% | +44.8% | +17.2% | +49.4% |
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 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