-50.1%
DXCM vs STLA
-70.1%
+19.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -3.5% | -4.5% | +1.0% | -2.5% |
| 30D | -5.8% | -3.9% | -1.9% | -5.1% |
| 3M | -4.3% | -20.2% | +15.8% | -0.1% |
| 6M | +31.6% | -42.2% | +73.7% | +46.9% |
| YTD | +19.6% | -59.3% | +79.0% | +43.4% |
| 1Y | +36.9% | -56.1% | +92.9% | +60.0% |
| 3Y | -16.3% | -73.7% | +57.4% | +8.5% |
| All | -50.1% | -70.1% | +19.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling