-19.0%
DXCM vs DKS
+28.7%
-47.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -3.0% |
| 7D | -6.2% | -0.4% | -5.8% | -6.2% |
| 30D | -0.3% | -36.6% | +36.4% | +6.4% |
| 3M | +10.3% | -37.6% | +47.9% | +17.9% |
| 6M | +24.1% | -32.1% | +56.2% | +30.6% |
| YTD | +27.4% | -32.3% | +59.7% | +33.9% |
| 1Y | +8.4% | -39.5% | +47.9% | +15.6% |
| 3Y | -19.0% | +27.7% | -46.7% | -19.5% |
| All | -19.0% | +28.7% | -47.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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