+384.5%
DXCM vs STRL
+3,697.3%
-3,312.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.7% |
| 7D | +4.9% | +15.7% | -10.7% | +3.5% |
| 30D | -0.2% | -35.5% | +35.3% | +3.2% |
| 3M | -8.9% | -47.1% | +38.2% | -4.4% |
| 6M | +42.3% | -65.8% | +108.0% | +54.0% |
| YTD | +25.6% | -4.5% | +30.1% | +16.3% |
| 1Y | +39.5% | -10.5% | +50.0% | +30.0% |
| 3Y | -15.3% | +340.6% | -355.9% | -39.9% |
| 5Y | -48.4% | +911.0% | -959.5% | -69.1% |
| All | +384.5% | +3,697.3% | -3,312.7% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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