+2,605.6%
DXCM vs DLR
+2,731.1%
-125.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -3.5% | -3.6% | +0.1% | -2.0% |
| 30D | -5.8% | -3.5% | -2.3% | -4.5% |
| 3M | -4.3% | -8.9% | +4.6% | -1.1% |
| 6M | +31.6% | -11.6% | +43.1% | +36.3% |
| YTD | +19.6% | +14.9% | +4.7% | +10.3% |
| 1Y | +36.9% | +6.4% | +30.4% | +30.1% |
| 3Y | -16.3% | +47.3% | -63.5% | -32.1% |
| 5Y | -50.0% | +32.8% | -82.8% | -58.5% |
| 10Y | +413.2% | +169.6% | +243.6% | +188.7% |
| All | +2,605.6% | +2,731.1% | -125.5% | +534.3% |
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 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