+404.2%
DXCM vs ALLE
+222.4%
+181.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.0% | -5.6% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | -5.8% | +25.3% | -31.1% | -13.4% |
| 3M | -4.3% | +10.3% | -14.6% | -8.0% |
| 6M | +31.6% | +38.0% | -6.5% | +15.7% |
| YTD | +19.6% | +17.8% | +1.9% | +11.1% |
| 1Y | +36.9% | +13.6% | +23.3% | +28.8% |
| 3Y | -16.3% | +89.2% | -105.5% | -37.4% |
| 5Y | -50.0% | +51.1% | -101.1% | -60.0% |
| All | +404.2% | +222.4% | +181.7% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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