+118.6%
DVN vs DXCM
-38.7%
+157.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | +4.5% | -5.5% | +10.1% | +5.1% |
| 30D | +12.0% | -8.6% | +20.5% | +12.9% |
| 3M | +13.4% | +10.3% | +3.1% | +12.2% |
| 6M | +12.1% | +25.2% | -13.1% | +9.4% |
| YTD | +38.8% | +25.1% | +13.7% | +35.2% |
| 1Y | +46.0% | +9.2% | +36.8% | +43.9% |
| 3Y | +9.5% | -22.6% | +32.1% | +7.7% |
| All | +118.6% | -38.7% | +157.3% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling