-39.3%
DXCM vs DLTR
+27.2%
-66.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.1% |
| 7D | -6.5% | -10.2% | +3.8% | -4.6% |
| 30D | -4.3% | -8.5% | +4.2% | -2.8% |
| 3M | +7.3% | +5.6% | +1.7% | +6.1% |
| 6M | +22.0% | +2.2% | +19.8% | +20.7% |
| YTD | +26.4% | -3.8% | +30.1% | +26.0% |
| 1Y | +7.0% | +22.9% | -15.9% | +1.6% |
| 3Y | -19.6% | +2.0% | -21.7% | -23.0% |
| 5Y | -39.3% | +29.8% | -69.1% | -40.5% |
| All | -39.3% | +27.2% | -66.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling