+36.5%
DXCM vs STRL
-22.3%
+58.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -3.6% | +23.4% | -27.1% | -3.1% |
| 30D | -4.3% | -39.5% | +35.2% | -5.2% |
| 3M | -10.4% | -45.1% | +34.7% | -11.3% |
| 6M | +33.1% | -64.6% | +97.7% | +31.6% |
| YTD | +22.6% | -1.5% | +24.1% | +9.8% |
| 1Y | +36.5% | -20.8% | +57.3% | +25.8% |
| All | +36.5% | -22.3% | +58.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling