+63.4%
TSLA vs DXCM
-18.8%
+82.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.2% |
| 7D | -10.4% | -3.5% | -6.9% | -9.9% |
| 30D | -5.2% | -5.8% | +0.6% | -4.4% |
| 3M | +12.1% | -4.3% | +16.5% | +12.7% |
| 6M | -10.2% | +31.6% | -41.7% | -15.3% |
| YTD | -20.3% | +19.6% | -40.0% | -23.8% |
| 1Y | -19.7% | +36.9% | -56.5% | -25.3% |
| 3Y | +63.4% | -16.3% | +79.6% | +55.8% |
| All | +63.4% | -18.8% | +82.2% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling