+404.2%
DXCM vs ALLY
+189.4%
+214.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.5% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -5.8% | +3.1% | -8.9% | -6.6% |
| 3M | -4.3% | -12.6% | +8.2% | -0.7% |
| 6M | +31.6% | -12.4% | +44.0% | +36.3% |
| YTD | +19.6% | -13.2% | +32.8% | +23.9% |
| 1Y | +36.9% | +1.8% | +35.0% | +35.4% |
| 3Y | -16.3% | +58.0% | -74.2% | -28.8% |
| 5Y | -50.0% | -8.4% | -41.6% | -52.1% |
| All | +404.2% | +189.4% | +214.8% | +215.9% |
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