+44.6%
DXCM vs FLR
+2.5%
+42.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.7% |
| 7D | +12.5% | +1.4% | +11.2% | +12.4% |
| 30D | +1.8% | -5.9% | +7.7% | +2.2% |
| 3M | +1.8% | -7.6% | +9.4% | +1.8% |
| 6M | +47.4% | -9.3% | +56.7% | +47.6% |
| YTD | +33.3% | +20.1% | +13.2% | +26.0% |
| 1Y | +44.6% | +3.0% | +41.6% | +39.4% |
| All | +44.6% | +2.5% | +42.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling