+3,164.5%
DXCM vs STLA
+189.9%
+2,974.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -3.5% | -4.5% | +1.0% | -2.7% |
| 30D | -5.8% | -3.9% | -1.9% | -5.3% |
| 3M | -4.3% | -20.2% | +15.8% | -1.1% |
| 6M | +31.6% | -42.2% | +73.7% | +43.2% |
| YTD | +19.6% | -59.3% | +79.0% | +36.9% |
| 1Y | +36.9% | -56.1% | +92.9% | +54.1% |
| 3Y | -16.3% | -73.7% | +57.4% | +0.7% |
| 5Y | -50.0% | -70.3% | +20.3% | -42.3% |
| 10Y | +413.2% | +23.1% | +390.1% | +363.7% |
| All | +3,164.5% | +189.9% | +2,974.7% | +2,905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling