+404.2%
DXCM vs DAR
+268.8%
+135.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.7% |
| 7D | -3.5% | -9.9% | +6.4% | -0.9% |
| 30D | -5.8% | -16.4% | +10.6% | -1.5% |
| 3M | -4.3% | -17.1% | +12.7% | -0.1% |
| 6M | +31.6% | -20.5% | +52.0% | +38.3% |
| YTD | +19.6% | +39.4% | -19.8% | +7.1% |
| 1Y | +36.9% | +57.2% | -20.4% | +18.3% |
| 3Y | -16.3% | +13.9% | -30.1% | -24.2% |
| 5Y | -50.0% | -40.8% | -9.2% | -46.4% |
| All | +404.2% | +268.8% | +135.4% | +185.1% |
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