+423.1%
DXCM vs STLA
+21.0%
+402.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -4.4% | -6.4% | +2.0% | -3.0% |
| 30D | -3.6% | -1.3% | -2.3% | -3.5% |
| 3M | -4.3% | -19.9% | +15.6% | -0.5% |
| 6M | +33.8% | -42.9% | +76.7% | +48.5% |
| YTD | +22.1% | -59.4% | +81.6% | +43.9% |
| 1Y | +47.4% | -56.8% | +104.2% | +70.8% |
| 3Y | -12.3% | -73.1% | +60.8% | +9.4% |
| 5Y | -49.1% | -70.1% | +21.0% | -40.0% |
| 10Y | +423.1% | +19.8% | +403.3% | +422.5% |
| All | +423.1% | +21.0% | +402.1% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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