+263.3%
DXCM vs DTE
+141.0%
+122.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | -5.8% | -2.0% | -3.8% | -5.2% |
| 30D | -5.6% | -2.4% | -3.2% | -5.0% |
| 3M | +13.0% | -7.3% | +20.3% | +15.5% |
| 6M | +24.7% | -7.6% | +32.3% | +27.3% |
| YTD | +27.3% | +5.8% | +21.5% | +24.4% |
| 1Y | +11.2% | +2.3% | +8.9% | +9.7% |
| 3Y | -19.0% | +45.0% | -64.0% | -29.4% |
| 5Y | -38.5% | +33.2% | -71.7% | -45.0% |
| All | +263.3% | +141.0% | +122.4% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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