+373.3%
DXCM vs ALLY
+172.1%
+201.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -3.6% | -2.1% | -1.5% | -3.0% |
| 30D | -4.3% | +2.0% | -6.3% | -4.9% |
| 3M | -10.4% | -13.3% | +3.0% | -6.7% |
| 6M | +33.1% | -9.9% | +43.0% | +36.8% |
| YTD | +22.6% | -13.5% | +36.2% | +27.2% |
| 1Y | +36.5% | -2.8% | +39.3% | +36.9% |
| 3Y | -13.5% | +63.4% | -76.9% | -27.0% |
| 5Y | -49.6% | -10.9% | -38.8% | -51.4% |
| All | +373.3% | +172.1% | +201.2% | +215.1% |
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