+63.2%
DVN vs DXCM
+2,560.6%
-2,497.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +1.9% | -9.2% | +11.1% | +3.3% |
| 30D | -8.2% | -6.5% | -1.7% | -7.5% |
| 3M | -0.3% | -10.3% | +9.9% | +0.9% |
| 6M | -2.5% | +35.4% | -37.9% | -7.6% |
| YTD | +25.0% | +21.1% | +4.0% | +19.9% |
| 1Y | +31.1% | +38.2% | -7.1% | +23.1% |
| 3Y | +8.7% | -14.6% | +23.3% | +5.0% |
| 5Y | +33.3% | -49.6% | +82.9% | +35.7% |
| 10Y | +55.3% | +393.1% | -337.8% | +3.1% |
| All | +63.2% | +2,560.6% | -2,497.4% | -35.5% |
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