+384.5%
DXCM vs ALLY
+174.3%
+210.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +4.9% | +0.4% | +4.6% | +4.8% |
| 30D | -0.2% | +5.2% | -5.4% | -1.6% |
| 3M | -8.9% | -13.3% | +4.4% | -5.2% |
| 6M | +42.3% | -6.7% | +48.9% | +44.7% |
| YTD | +25.6% | -12.8% | +38.4% | +29.9% |
| 1Y | +39.5% | +0.7% | +38.9% | +38.6% |
| 3Y | -15.3% | +65.2% | -80.5% | -28.8% |
| 5Y | -48.4% | -10.1% | -38.3% | -50.4% |
| All | +384.5% | +174.3% | +210.3% | +221.9% |
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