+423.1%
DXCM vs DAR
+288.2%
+134.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +0.9% |
| 7D | -4.4% | -2.8% | -1.6% | -3.7% |
| 30D | -3.6% | -12.8% | +9.2% | -0.3% |
| 3M | -4.3% | -11.6% | +7.2% | -1.8% |
| 6M | +33.8% | -16.8% | +50.5% | +39.0% |
| YTD | +22.1% | +45.9% | -23.8% | +8.0% |
| 1Y | +47.4% | +61.5% | -14.1% | +26.6% |
| 3Y | -12.3% | +23.0% | -35.2% | -22.3% |
| 5Y | -49.1% | -35.8% | -13.3% | -46.6% |
| 10Y | +423.1% | +280.4% | +142.7% | +193.6% |
| All | +423.1% | +288.2% | +134.9% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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