-15.3%
DXCM vs DKS
+44.7%
-59.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.9% |
| 7D | +4.9% | +6.3% | -1.4% | +3.8% |
| 30D | -0.2% | +9.3% | -9.5% | -1.7% |
| 3M | -8.9% | -25.3% | +16.4% | -5.4% |
| 6M | +42.3% | -29.2% | +71.5% | +48.7% |
| YTD | +25.6% | -22.7% | +48.3% | +29.0% |
| 1Y | +39.5% | -30.1% | +69.6% | +45.6% |
| 3Y | -15.3% | +45.6% | -60.9% | -19.2% |
| All | -15.3% | +44.7% | -59.9% | -19.2% |
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