+2,623.0%
DXCM vs DKS
+1,148.4%
+1,474.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | -3.7% | +9.4% | -13.1% | -6.5% |
| 30D | -5.0% | +9.8% | -14.8% | -8.0% |
| 3M | -8.8% | -29.3% | +20.5% | -0.7% |
| 6M | +31.9% | -32.6% | +64.4% | +45.2% |
| YTD | +20.4% | -22.6% | +43.0% | +25.9% |
| 1Y | +45.7% | -29.8% | +75.6% | +57.0% |
| 3Y | -15.0% | +43.2% | -58.2% | -33.3% |
| 5Y | -48.5% | +29.8% | -78.3% | -60.6% |
| 10Y | +411.2% | +236.7% | +174.6% | +122.6% |
| All | +2,623.0% | +1,148.4% | +1,474.6% | +333.7% |
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