+2,894.9%
DXCM vs DKS
+1,047.3%
+1,847.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | +3.0% | -6.2% | -4.2% |
| 30D | +6.3% | -30.5% | +36.9% | +17.0% |
| 3M | +21.1% | -35.7% | +56.8% | +36.5% |
| 6M | +20.6% | -29.7% | +50.3% | +31.2% |
| YTD | +32.4% | -28.9% | +61.3% | +43.1% |
| 1Y | +8.8% | -35.9% | +44.7% | +20.7% |
| 3Y | -13.7% | +28.2% | -41.9% | -29.6% |
| 5Y | -35.2% | +11.8% | -47.0% | -47.9% |
| 10Y | +281.8% | +211.6% | +70.2% | +70.4% |
| All | +2,894.9% | +1,047.3% | +1,847.6% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling