+384.5%
DXCM vs FLR
+7.4%
+377.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +4.9% | +5.4% | -0.4% | +4.2% |
| 30D | -0.2% | +2.8% | -3.0% | -0.6% |
| 3M | -8.9% | -6.4% | -2.5% | -8.4% |
| 6M | +42.3% | +8.8% | +33.5% | +39.4% |
| YTD | +25.6% | +23.6% | +2.0% | +20.5% |
| 1Y | +39.5% | +13.8% | +25.7% | +35.3% |
| 3Y | -15.3% | +36.5% | -51.7% | -21.8% |
| 5Y | -48.4% | +119.3% | -167.8% | -55.6% |
| All | +384.5% | +7.4% | +377.2% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling