+57.3%
DVN vs DXCM
+402.7%
-345.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +10.4% | +4.9% | +5.4% | +9.6% |
| 30D | -6.7% | -0.2% | -6.5% | -6.9% |
| 3M | +5.6% | -8.9% | +14.5% | +6.7% |
| 6M | +0.7% | +42.3% | -41.6% | -4.8% |
| YTD | +29.6% | +25.6% | +4.0% | +24.1% |
| 1Y | +36.3% | +39.5% | -3.2% | +28.5% |
| 3Y | +13.2% | -15.3% | +28.4% | +9.6% |
| 5Y | +38.6% | -48.4% | +87.0% | +41.3% |
| All | +57.3% | +402.7% | -345.5% | +20.3% |
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 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