+780.6%
CVX vs DXCM
+2,810.6%
-2,030.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | +3.3% | -3.2% | +6.6% | +3.7% |
| 30D | +12.9% | +6.3% | +6.5% | +12.1% |
| 3M | +11.7% | +21.1% | -9.4% | +9.1% |
| 6M | +14.1% | +20.6% | -6.4% | +11.2% |
| YTD | +40.7% | +32.4% | +8.3% | +35.4% |
| 1Y | +37.5% | +8.8% | +28.7% | +34.8% |
| 3Y | +43.9% | -13.7% | +57.7% | +39.8% |
| 5Y | +161.5% | -35.2% | +196.6% | +156.2% |
| 10Y | +215.1% | +281.8% | -66.7% | +131.9% |
| All | +780.6% | +2,810.6% | -2,030.0% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling