+2,894.9%
DXCM vs EXR
+2,389.9%
+505.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -3.2% | -2.6% | -0.7% | -2.0% |
| 30D | +6.3% | -7.2% | +13.5% | +10.3% |
| 3M | +21.1% | -3.5% | +24.6% | +23.2% |
| 6M | +20.6% | -5.3% | +25.9% | +23.5% |
| YTD | +32.4% | +9.4% | +23.1% | +25.9% |
| 1Y | +8.8% | +1.3% | +7.5% | +7.1% |
| 3Y | -13.7% | +22.4% | -36.2% | -26.2% |
| 5Y | -35.2% | -12.2% | -22.9% | -35.4% |
| 10Y | +281.8% | +148.6% | +133.2% | +102.0% |
| All | +2,894.9% | +2,389.9% | +505.0% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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