+2,605.6%
DXCM vs EXR
+2,779.9%
-174.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.7% |
| 7D | -3.5% | +5.2% | -8.7% | -5.8% |
| 30D | -5.8% | +20.9% | -26.7% | -14.1% |
| 3M | -4.3% | +7.7% | -12.1% | -7.9% |
| 6M | +31.6% | +13.2% | +18.4% | +23.5% |
| YTD | +19.6% | +26.5% | -6.8% | +5.8% |
| 1Y | +36.9% | +27.2% | +9.7% | +20.5% |
| 3Y | -16.3% | +71.5% | -87.8% | -39.3% |
| 5Y | -50.0% | +0.4% | -50.4% | -53.3% |
| 10Y | +413.2% | +225.2% | +188.0% | +136.3% |
| All | +2,605.6% | +2,779.9% | -174.3% | +216.5% |
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