+1.7%
DVN vs DXCM
-19.4%
+21.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | -1.3% | -6.2% | +4.9% | -0.9% |
| 30D | +12.6% | -0.3% | +12.9% | +12.6% |
| 3M | +8.1% | +10.3% | -2.2% | +7.4% |
| 6M | +10.2% | +24.1% | -14.0% | +8.4% |
| YTD | +33.8% | +27.4% | +6.4% | +31.2% |
| 1Y | +43.9% | +8.4% | +35.5% | +42.8% |
| 3Y | +1.7% | -19.0% | +20.7% | -1.2% |
| All | +1.7% | -19.4% | +21.2% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling