+2,739.2%
DXCM vs DLTR
+1,563.6%
+1,175.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.0% |
| 7D | +4.9% | +5.3% | -0.4% | +3.4% |
| 30D | -0.2% | +13.4% | -13.6% | -3.5% |
| 3M | -8.9% | +6.6% | -15.5% | -10.8% |
| 6M | +42.3% | +59.1% | -16.8% | +24.5% |
| YTD | +25.6% | +12.3% | +13.3% | +19.7% |
| 1Y | +39.5% | +33.9% | +5.7% | +26.5% |
| 3Y | -15.3% | +23.0% | -38.3% | -24.9% |
| 5Y | -48.4% | +22.1% | -70.6% | -55.8% |
| 10Y | +411.4% | +77.5% | +333.9% | +251.1% |
| All | +2,739.2% | +1,563.6% | +1,175.6% | +692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling