+404.2%
DXCM vs STLD
+868.9%
-464.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.4% | -6.1% |
| 7D | -3.5% | -11.1% | +7.6% | -1.2% |
| 30D | -5.8% | -4.8% | -1.0% | -5.0% |
| 3M | -4.3% | -14.6% | +10.2% | -1.7% |
| 6M | +31.6% | -7.4% | +39.0% | +32.3% |
| YTD | +19.6% | +32.6% | -12.9% | +10.9% |
| 1Y | +36.9% | +47.3% | -10.5% | +24.0% |
| 3Y | -16.3% | +107.5% | -123.8% | -31.0% |
| 5Y | -50.0% | +268.8% | -318.9% | -64.5% |
| All | +404.2% | +868.9% | -464.7% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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