+2,605.6%
DXCM vs STRL
+3,486.1%
-880.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.4% | -6.6% |
| 7D | -3.5% | -26.9% | +23.4% | +0.8% |
| 30D | -5.8% | -52.7% | +46.9% | +5.7% |
| 3M | -4.3% | -52.8% | +48.5% | +6.6% |
| 6M | +31.6% | -71.5% | +103.0% | +56.0% |
| YTD | +19.6% | -17.4% | +37.1% | +11.1% |
| 1Y | +36.9% | -35.0% | +71.8% | +32.4% |
| 3Y | -16.3% | +239.2% | -255.5% | -46.4% |
| 5Y | -50.0% | +830.2% | -880.2% | -75.1% |
| 10Y | +413.2% | +3,574.7% | -3,161.6% | +63.8% |
| All | +2,605.6% | +3,486.1% | -880.5% | +793.9% |
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