+2,777.7%
DXCM vs STLD
+4,478.6%
-1,700.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.6% | +3.0% | -2.2% |
| 7D | +5.7% | -12.5% | +18.1% | +10.0% |
| 30D | +1.3% | -6.8% | +8.1% | +3.3% |
| 3M | +2.2% | -16.4% | +18.5% | +7.2% |
| 6M | +42.0% | -6.1% | +48.1% | +42.6% |
| YTD | +27.3% | +32.0% | -4.7% | +13.8% |
| 1Y | +42.5% | +45.5% | -3.0% | +23.5% |
| 3Y | -13.3% | +106.5% | -119.8% | -35.2% |
| 5Y | -46.8% | +267.2% | -314.0% | -68.6% |
| 10Y | +445.8% | +878.9% | -433.1% | +99.1% |
| All | +2,777.7% | +4,478.6% | -1,700.9% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling