+73.4%
DVN vs DXCM
+2,810.6%
-2,737.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.0% |
| 30D | +14.2% | +6.3% | +7.8% | +13.1% |
| 3M | +5.2% | +21.1% | -15.8% | +1.9% |
| 6M | +11.9% | +20.6% | -8.7% | +7.9% |
| YTD | +32.8% | +32.4% | +0.4% | +26.1% |
| 1Y | +38.6% | +8.8% | +29.7% | +34.9% |
| 3Y | +0.5% | -13.7% | +14.3% | -3.0% |
| 5Y | +111.0% | -35.2% | +146.2% | +106.7% |
| 10Y | +56.1% | +281.8% | -225.7% | +7.7% |
| All | +73.4% | +2,810.6% | -2,737.2% | -32.2% |
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 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