+423.1%
DXCM vs STRL
+4,310.8%
-3,887.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.0% | -12.9% | +0.7% |
| 7D | -4.4% | -13.3% | +9.0% | -3.7% |
| 30D | -3.6% | -43.3% | +39.7% | +0.9% |
| 3M | -4.3% | -46.9% | +42.5% | +0.4% |
| 6M | +33.8% | -65.6% | +99.3% | +44.7% |
| YTD | +22.1% | -5.1% | +27.2% | +13.1% |
| 1Y | +47.4% | -23.1% | +70.5% | +39.9% |
| 3Y | -12.3% | +346.8% | -359.1% | -38.1% |
| 5Y | -49.1% | +907.2% | -956.3% | -69.6% |
| 10Y | +423.1% | +3,988.2% | -3,565.1% | +130.1% |
| All | +423.1% | +4,310.8% | -3,887.7% | +130.1% |
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