+128.0%
DXCM vs DT
+97.2%
+30.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.7% |
| 7D | -6.2% | -4.9% | -1.4% | -4.6% |
| 30D | -0.3% | +2.7% | -3.0% | -1.4% |
| 3M | +10.3% | +20.0% | -9.6% | +2.3% |
| 6M | +24.1% | +28.0% | -3.9% | +11.1% |
| YTD | +27.4% | +16.0% | +11.3% | +17.4% |
| 1Y | +8.4% | +0.7% | +7.7% | +4.7% |
| 3Y | -19.0% | +6.2% | -25.2% | -25.4% |
| 5Y | -38.6% | -28.1% | -10.4% | -38.1% |
| All | +128.0% | +97.2% | +30.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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