+36.0%
DVN vs DXCM
+38.6%
-2.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -3.1% |
| 7D | -16.2% | +5.7% | -21.9% | -15.9% |
| 30D | -10.7% | +1.3% | -12.0% | -10.5% |
| 3M | +2.5% | +2.2% | +0.4% | +2.8% |
| 6M | -14.8% | +42.0% | -56.8% | -12.1% |
| YTD | +19.3% | +27.3% | -8.0% | +21.7% |
| 1Y | +36.0% | +42.5% | -6.5% | +38.2% |
| All | +36.0% | +38.6% | -2.6% | +38.2% |
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