+59.8%
DAL vs DXCM
+42.7%
+17.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +2.3% | -9.2% | +11.5% | +4.9% |
| 30D | +14.3% | -6.5% | +20.8% | +16.2% |
| 3M | +1.3% | -10.3% | +11.5% | +3.9% |
| 6M | +29.3% | +35.4% | -6.2% | +14.7% |
| YTD | +33.0% | +21.1% | +11.9% | +23.7% |
| 1Y | +59.8% | +38.2% | +21.6% | +29.1% |
| All | +59.8% | +42.7% | +17.1% | +29.1% |
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