+404.2%
DXCM vs STRL
+3,580.1%
-3,175.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.4% | -6.3% |
| 7D | -3.5% | -26.9% | +23.4% | -1.3% |
| 30D | -5.8% | -52.7% | +46.9% | +0.3% |
| 3M | -4.3% | -52.8% | +48.5% | +1.5% |
| 6M | +31.6% | -71.5% | +103.0% | +44.9% |
| YTD | +19.6% | -17.4% | +37.1% | +12.4% |
| 1Y | +36.9% | -35.0% | +71.8% | +32.2% |
| 3Y | -16.3% | +239.2% | -255.5% | -38.9% |
| 5Y | -50.0% | +830.2% | -880.2% | -69.9% |
| All | +404.2% | +3,580.1% | -3,175.9% | +121.3% |
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