+2,894.9%
DXCM vs DPZ
+3,938.7%
-1,043.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.2% |
| 30D | +6.3% | -7.0% | +13.3% | +9.2% |
| 3M | +21.1% | +11.6% | +9.5% | +15.5% |
| 6M | +20.6% | -15.2% | +35.7% | +27.7% |
| YTD | +32.4% | -17.2% | +49.7% | +41.2% |
| 1Y | +8.8% | -24.8% | +33.7% | +20.4% |
| 3Y | -13.7% | -8.7% | -5.1% | -13.3% |
| 5Y | -35.2% | -28.9% | -6.3% | -29.1% |
| 10Y | +281.8% | +153.6% | +128.2% | +135.3% |
| All | +2,894.9% | +3,938.7% | -1,043.8% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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