+257.0%
DXCM vs DLTR
+45.3%
+211.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.5% | -10.1% | +4.5% | -3.6% |
| 30D | -8.6% | -8.1% | -0.4% | -7.1% |
| 3M | +10.3% | +2.9% | +7.5% | +9.6% |
| 6M | +25.2% | +4.3% | +20.9% | +23.4% |
| YTD | +25.1% | -3.9% | +29.0% | +24.9% |
| 1Y | +9.2% | +18.9% | -9.6% | +4.3% |
| 3Y | -22.6% | +1.9% | -24.5% | -26.0% |
| 5Y | -39.5% | +31.0% | -70.5% | -45.8% |
| All | +257.0% | +45.3% | +211.7% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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