+121.4%
DAL vs DXCM
+412.4%
-291.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +2.3% | -9.2% | +11.5% | +3.9% |
| 30D | +14.3% | -6.5% | +20.8% | +15.5% |
| 3M | +1.3% | -10.3% | +11.5% | +2.9% |
| 6M | +29.3% | +35.4% | -6.2% | +22.3% |
| YTD | +33.0% | +21.1% | +11.9% | +28.0% |
| 1Y | +59.8% | +38.2% | +21.6% | +50.7% |
| 3Y | +177.2% | -14.6% | +191.8% | +170.3% |
| 5Y | +118.4% | -49.6% | +167.9% | +119.5% |
| 10Y | +121.4% | +393.1% | -271.7% | +77.3% |
| All | +121.4% | +412.4% | -291.0% | +77.3% |
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