+272.9%
DXCM vs ALLY
+191.1%
+81.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | +3.7% | -6.9% | -4.2% |
| 30D | +6.3% | -2.3% | +8.6% | +7.0% |
| 3M | +21.1% | +3.8% | +17.3% | +19.6% |
| 6M | +20.6% | +9.7% | +10.9% | +17.2% |
| YTD | +32.4% | -1.4% | +33.9% | +32.4% |
| 1Y | +8.8% | +8.2% | +0.6% | +5.7% |
| 3Y | -13.7% | +66.5% | -80.2% | -28.0% |
| 5Y | -35.2% | +1.2% | -36.4% | -39.9% |
| All | +272.9% | +191.1% | +81.8% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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