+373.3%
DXCM vs DLR
+193.8%
+179.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -3.6% | +5.0% | -8.7% | -5.2% |
| 30D | -4.3% | +3.0% | -7.3% | -5.3% |
| 3M | -10.4% | -6.3% | -4.1% | -8.8% |
| 6M | +33.1% | -4.8% | +37.9% | +33.7% |
| YTD | +22.6% | +21.0% | +1.6% | +12.7% |
| 1Y | +36.5% | +15.1% | +21.4% | +27.6% |
| 3Y | -13.5% | +56.0% | -69.5% | -28.3% |
| 5Y | -49.6% | +39.1% | -88.8% | -57.5% |
| All | +373.3% | +193.8% | +179.5% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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