-7.7%
TSLA vs DXCM
+40.2%
-47.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +15.6% | -3.6% | +19.3% | +15.8% |
| 30D | +5.9% | -4.3% | +10.2% | +6.3% |
| 3M | +21.4% | -10.4% | +31.7% | +22.4% |
| 6M | -8.3% | +33.1% | -41.4% | -8.5% |
| YTD | -11.6% | +22.6% | -34.3% | -11.2% |
| 1Y | -7.7% | +36.5% | -44.2% | -12.3% |
| All | -7.7% | +40.2% | -47.9% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling