+272.9%
DXCM vs DECK
+718.3%
-445.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.5% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | +6.3% | -13.6% | +19.9% | +10.8% |
| 3M | +21.1% | -21.2% | +42.3% | +29.5% |
| 6M | +20.6% | -21.1% | +41.7% | +28.4% |
| YTD | +32.4% | -17.2% | +49.7% | +37.6% |
| 1Y | +8.8% | -30.7% | +39.6% | +18.3% |
| 3Y | -13.7% | -3.4% | -10.4% | -23.5% |
| 5Y | -35.2% | +25.5% | -60.7% | -49.6% |
| All | +272.9% | +718.3% | -445.3% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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