+214.5%
CVX vs DXCM
+402.7%
-188.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.5% |
| 7D | +3.4% | +4.9% | -1.5% | +3.1% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +12.2% | -8.9% | +21.1% | +12.8% |
| 6M | +20.3% | +42.3% | -21.9% | +16.8% |
| YTD | +48.3% | +25.6% | +22.8% | +44.9% |
| 1Y | +46.9% | +39.5% | +7.4% | +42.3% |
| 3Y | +73.1% | -15.3% | +88.4% | +69.9% |
| 5Y | +135.2% | -48.4% | +183.7% | +138.6% |
| All | +214.5% | +402.7% | -188.2% | +172.1% |
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