+122.8%
DAL vs DXCM
+410.2%
-287.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.1% | +3.1% |
| 7D | +8.8% | -3.5% | +12.3% | +9.4% |
| 30D | +5.4% | -5.8% | +11.2% | +6.3% |
| 3M | -4.9% | -4.3% | -0.6% | -4.4% |
| 6M | +19.8% | +31.6% | -11.7% | +13.9% |
| YTD | +27.0% | +19.6% | +7.3% | +22.4% |
| 1Y | +52.5% | +36.9% | +15.6% | +43.9% |
| 3Y | +173.8% | -16.3% | +190.1% | +167.8% |
| 5Y | +104.5% | -50.0% | +154.6% | +105.9% |
| All | +122.8% | +410.2% | -287.4% | +77.6% |
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