+100.2%
DAL vs DXCM
-46.6%
+146.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.3% |
| 7D | +4.6% | +5.7% | -1.1% | +3.3% |
| 30D | +2.3% | +1.3% | +1.0% | +2.0% |
| 3M | -8.1% | +2.2% | -10.3% | -8.8% |
| 6M | +21.4% | +42.0% | -20.6% | +11.0% |
| YTD | +24.3% | +27.3% | -2.9% | +16.3% |
| 1Y | +47.4% | +42.5% | +4.9% | +34.3% |
| 3Y | +164.6% | -13.3% | +178.0% | +150.0% |
| 5Y | +100.2% | -46.8% | +147.1% | +104.5% |
| All | +100.2% | -46.6% | +146.9% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling