-15.3%
DXCM vs STLA
-77.1%
+61.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +4.9% | -13.8% | +18.7% | +7.3% |
| 30D | -0.2% | -10.5% | +10.4% | +1.4% |
| 3M | -8.9% | -28.9% | +20.0% | -4.5% |
| 6M | +42.3% | -49.7% | +92.0% | +57.0% |
| YTD | +25.6% | -64.9% | +90.5% | +46.3% |
| 1Y | +39.5% | -64.0% | +103.6% | +61.2% |
| 3Y | -15.3% | -77.4% | +62.2% | 0.0% |
| All | -15.3% | -77.1% | +61.9% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling