+2,777.7%
DXCM vs STRL
+3,365.8%
-588.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -13.9% | +9.3% | -2.2% |
| 7D | +5.7% | -34.6% | +40.3% | +12.4% |
| 30D | +1.3% | -56.7% | +57.9% | +15.4% |
| 3M | +2.2% | -54.4% | +56.6% | +14.6% |
| 6M | +42.0% | -69.7% | +111.7% | +66.3% |
| YTD | +27.3% | -20.2% | +47.5% | +18.9% |
| 1Y | +42.5% | -40.6% | +83.0% | +40.3% |
| 3Y | -13.3% | +221.7% | -235.0% | -43.9% |
| 5Y | -46.8% | +799.0% | -845.8% | -73.3% |
| 10Y | +445.8% | +3,451.5% | -3,005.7% | +75.3% |
| All | +2,777.7% | +3,365.8% | -588.1% | +856.8% |
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 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