+411.2%
DXCM vs STRL
+3,927.3%
-3,516.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -3.7% | -19.8% | +16.1% | -2.3% |
| 30D | -5.0% | -43.6% | +38.6% | -0.5% |
| 3M | -8.8% | -45.2% | +36.4% | -4.6% |
| 6M | +31.9% | -65.7% | +97.6% | +42.7% |
| YTD | +20.4% | -5.4% | +25.9% | +11.6% |
| 1Y | +45.7% | -24.7% | +70.4% | +38.7% |
| 3Y | -15.0% | +335.0% | -350.1% | -39.8% |
| 5Y | -48.5% | +915.3% | -963.8% | -69.3% |
| 10Y | +411.2% | +3,877.5% | -3,466.2% | +126.2% |
| All | +411.2% | +3,927.3% | -3,516.0% | +126.2% |
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