+17.4%
DXCM vs SOLS
+27.7%
-10.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.6% |
| 7D | -9.2% | +16.4% | -25.6% | -8.8% |
| 30D | -6.5% | +10.6% | -17.1% | -6.2% |
| 3M | -10.3% | +10.0% | -20.3% | -10.0% |
| 6M | +35.4% | -21.2% | +56.6% | +35.8% |
| YTD | +21.1% | +38.7% | -17.6% | +16.0% |
| 1Y | +38.2% | +46.1% | -7.8% | +31.5% |
| All | +17.4% | +27.7% | -10.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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