-10.9%
DXCM vs ALLY
+57.0%
-68.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | +5.7% | -1.1% | +6.8% | +6.0% |
| 30D | +1.3% | +4.2% | -2.9% | 0.0% |
| 3M | +2.2% | -12.4% | +14.6% | +6.1% |
| 6M | +42.0% | -8.7% | +50.7% | +45.4% |
| YTD | +27.3% | -11.6% | +38.9% | +31.0% |
| 1Y | +42.5% | +0.2% | +42.3% | +41.6% |
| All | -10.9% | +57.0% | -68.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling