-50.1%
DXCM vs DLR
+32.6%
-82.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -3.5% | -3.6% | +0.1% | -2.2% |
| 30D | -5.8% | -3.5% | -2.3% | -4.6% |
| 3M | -4.3% | -8.9% | +4.6% | -1.4% |
| 6M | +31.6% | -11.6% | +43.1% | +36.1% |
| YTD | +19.6% | +14.9% | +4.7% | +9.9% |
| 1Y | +36.9% | +6.4% | +30.4% | +29.9% |
| 3Y | -16.3% | +47.3% | -63.5% | -33.2% |
| All | -50.1% | +32.6% | -82.7% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling