+252.9%
DXCM vs STRL
+7,463.3%
-7,210.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.1% | -4.1% |
| 7D | -6.2% | +10.1% | -16.3% | -7.1% |
| 30D | -0.3% | -8.2% | +7.9% | +0.4% |
| 3M | +10.3% | -43.7% | +54.0% | +15.6% |
| 6M | +24.1% | +27.1% | -3.0% | +14.9% |
| YTD | +27.4% | +64.0% | -36.6% | +13.5% |
| 1Y | +8.4% | +75.2% | -66.8% | -5.3% |
| 3Y | -19.0% | +539.9% | -558.9% | -43.2% |
| 5Y | -38.6% | +2,133.0% | -2,171.6% | -65.3% |
| 10Y | +252.9% | +7,178.3% | -6,925.3% | +63.7% |
| All | +252.9% | +7,463.3% | -7,210.3% | +63.7% |
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