+41.6%
CVX vs DXCM
+6.5%
+35.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.5% |
| 7D | -0.6% | -6.2% | +5.6% | -0.7% |
| 30D | +13.4% | -0.3% | +13.7% | +13.5% |
| 3M | +11.8% | +10.3% | +1.5% | +12.2% |
| 6M | +12.4% | +24.1% | -11.7% | +14.2% |
| YTD | +41.5% | +27.4% | +14.1% | +43.7% |
| 1Y | +41.6% | +8.4% | +33.2% | +46.3% |
| All | +41.6% | +6.5% | +35.1% | +46.3% |
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