+272.9%
DXCM vs STLD
+1,105.0%
-832.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -3.2% | +3.1% | -6.4% | -3.9% |
| 30D | +6.3% | -9.0% | +15.3% | +8.2% |
| 3M | +21.1% | -12.4% | +33.5% | +23.8% |
| 6M | +20.6% | +25.5% | -4.9% | +13.8% |
| YTD | +32.4% | +43.6% | -11.2% | +21.0% |
| 1Y | +8.8% | +87.2% | -78.3% | -6.3% |
| 3Y | -13.7% | +135.2% | -149.0% | -30.8% |
| 5Y | -35.2% | +290.9% | -326.1% | -54.7% |
| All | +272.9% | +1,105.0% | -832.1% | +73.4% |
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