+2,894.9%
DXCM vs DLR
+2,940.9%
-46.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -3.2% | +1.6% | -4.8% | -3.9% |
| 30D | +6.3% | -3.4% | +9.7% | +7.7% |
| 3M | +21.1% | +0.5% | +20.6% | +19.5% |
| 6M | +20.6% | +4.6% | +16.0% | +16.8% |
| YTD | +32.4% | +23.4% | +9.0% | +18.9% |
| 1Y | +8.8% | +19.0% | -10.2% | -1.2% |
| 3Y | -13.7% | +56.5% | -70.3% | -31.8% |
| 5Y | -35.2% | +33.3% | -68.5% | -46.1% |
| 10Y | +281.8% | +165.1% | +116.7% | +118.1% |
| All | +2,894.9% | +2,940.9% | -46.0% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling