+11.2%
DXCM vs DLTR
+21.9%
-10.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -5.8% | -9.4% | +3.7% | -3.8% |
| 30D | -5.6% | -7.3% | +1.7% | -4.1% |
| 3M | +13.0% | +7.6% | +5.5% | +11.6% |
| 6M | +24.7% | +1.6% | +23.1% | +22.2% |
| YTD | +27.3% | -3.5% | +30.9% | +24.5% |
| 1Y | +11.2% | +20.0% | -8.8% | +4.0% |
| All | +11.2% | +21.9% | -10.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling