-49.6%
DXCM vs STLA
-74.2%
+24.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +2.6% |
| 7D | -3.6% | -13.1% | +9.4% | -0.7% |
| 30D | -4.3% | -13.3% | +8.9% | -1.5% |
| 3M | -10.4% | -27.9% | +17.5% | -4.4% |
| 6M | +33.1% | -47.8% | +81.0% | +51.8% |
| YTD | +22.6% | -64.6% | +87.2% | +51.4% |
| 1Y | +36.5% | -64.0% | +100.5% | +67.2% |
| 3Y | -13.5% | -76.8% | +63.4% | +15.1% |
| 5Y | -49.6% | -74.2% | +24.5% | -41.7% |
| All | -49.6% | -74.2% | +24.5% | -41.7% |
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