+221.9%
CVX vs DXCM
+253.0%
-31.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -6.5% | +7.4% | +1.5% |
| 30D | +10.7% | -4.3% | +15.0% | +11.0% |
| 3M | +15.5% | +7.3% | +8.2% | +14.7% |
| 6M | +14.9% | +22.0% | -7.1% | +12.8% |
| YTD | +44.2% | +26.4% | +17.8% | +41.1% |
| 1Y | +43.5% | +7.0% | +36.5% | +42.0% |
| 3Y | +45.0% | -19.6% | +64.6% | +42.9% |
| 5Y | +172.2% | -39.3% | +211.4% | +170.8% |
| 10Y | +221.9% | +260.9% | -39.0% | +181.7% |
| All | +221.9% | +253.0% | -31.1% | +181.7% |
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