+2,883.7%
TSLA vs DXCM
+421.6%
+2,462.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.9% |
| 7D | -6.4% | -4.4% | -2.0% | -5.3% |
| 30D | -1.2% | -3.6% | +2.4% | -0.5% |
| 3M | +15.1% | -4.3% | +19.4% | +15.9% |
| 6M | -11.7% | +33.8% | -45.5% | -20.5% |
| YTD | -15.9% | +22.1% | -38.1% | -22.6% |
| 1Y | -12.0% | +47.4% | -59.4% | -23.7% |
| 3Y | +80.0% | -12.3% | +92.3% | +67.6% |
| 5Y | +10.8% | -49.1% | +59.9% | +16.8% |
| 10Y | +2,883.7% | +423.1% | +2,460.5% | +1,856.7% |
| All | +2,883.7% | +421.6% | +2,462.1% | +1,856.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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