+2,894.9%
DXCM vs STRL
+6,800.6%
-3,905.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.8% | -3.0% |
| 7D | -3.2% | +3.4% | -6.6% | -3.8% |
| 30D | +6.3% | -9.2% | +15.6% | +7.8% |
| 3M | +21.1% | -51.0% | +72.1% | +34.4% |
| 6M | +20.6% | +15.8% | +4.8% | +9.2% |
| YTD | +32.4% | +58.9% | -26.4% | +11.9% |
| 1Y | +8.8% | +68.5% | -59.7% | -10.6% |
| 3Y | -13.7% | +485.2% | -499.0% | -48.7% |
| 5Y | -35.2% | +2,005.1% | -2,040.3% | -71.7% |
| 10Y | +281.8% | +7,118.0% | -6,836.2% | +9.5% |
| All | +2,894.9% | +6,800.6% | -3,905.7% | +800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling