+393.1%
DXCM vs STRL
+4,073.8%
-3,680.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.1% |
| 7D | -9.2% | +7.1% | -16.3% | -9.9% |
| 30D | -6.5% | -39.4% | +32.9% | -2.7% |
| 3M | -10.3% | -43.0% | +32.7% | -6.5% |
| 6M | +35.4% | -65.0% | +100.4% | +46.4% |
| YTD | +21.1% | -0.8% | +21.8% | +11.7% |
| 1Y | +38.2% | -20.3% | +58.5% | +30.8% |
| 3Y | -14.6% | +356.5% | -371.1% | -39.6% |
| 5Y | -49.6% | +952.8% | -1,002.4% | -69.9% |
| 10Y | +393.1% | +3,877.1% | -3,484.0% | +123.9% |
| All | +393.1% | +4,073.8% | -3,680.7% | +123.9% |
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