-46.8%
DXCM vs STLD
+268.5%
-315.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.6% | +3.0% | -2.9% |
| 7D | +5.7% | -12.5% | +18.1% | +8.6% |
| 30D | +1.3% | -6.8% | +8.1% | +2.7% |
| 3M | +2.2% | -16.4% | +18.5% | +5.7% |
| 6M | +42.0% | -6.1% | +48.1% | +42.3% |
| YTD | +27.3% | +32.0% | -4.7% | +16.8% |
| 1Y | +42.5% | +45.5% | -3.0% | +27.6% |
| 3Y | -13.3% | +106.5% | -119.8% | -30.8% |
| 5Y | -46.8% | +267.2% | -314.0% | -66.9% |
| All | -46.8% | +268.5% | -315.3% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling