+45.7%
DXCM vs ALLY
-1.7%
+47.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.2% |
| 30D | -5.0% | +1.1% | -6.1% | -5.4% |
| 3M | -8.8% | -13.2% | +4.4% | -3.8% |
| 6M | +31.9% | -13.5% | +45.3% | +39.0% |
| YTD | +20.4% | -14.3% | +34.7% | +25.2% |
| 1Y | +45.7% | -1.1% | +46.9% | +46.2% |
| All | +45.7% | -1.7% | +47.5% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling