+373.3%
DXCM vs ALLE
+208.6%
+164.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -3.6% | +1.6% | -5.2% | -4.2% |
| 30D | -4.3% | +24.1% | -28.4% | -11.7% |
| 3M | -10.4% | +14.8% | -25.2% | -15.0% |
| 6M | +33.1% | +45.9% | -12.8% | +14.7% |
| YTD | +22.6% | +20.7% | +1.9% | +12.9% |
| 1Y | +36.5% | +14.2% | +22.4% | +28.3% |
| 3Y | -13.5% | +90.7% | -104.1% | -35.5% |
| 5Y | -49.6% | +50.6% | -100.2% | -59.7% |
| All | +373.3% | +208.6% | +164.7% | +210.7% |
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