+54.0%
DVN vs DXCM
+2,584.4%
-2,530.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -12.8% | -4.4% | -8.5% | -12.3% |
| 30D | -12.1% | -3.6% | -8.5% | -11.9% |
| 3M | -0.7% | -4.3% | +3.6% | -0.4% |
| 6M | -5.8% | +33.8% | -39.5% | -10.6% |
| YTD | +17.9% | +22.1% | -4.2% | +13.0% |
| 1Y | +29.0% | +47.4% | -18.4% | +20.0% |
| 3Y | +6.0% | -12.3% | +18.2% | +2.0% |
| 5Y | +22.1% | -49.1% | +71.2% | +24.1% |
| 10Y | +40.5% | +423.1% | -382.6% | -7.6% |
| All | +54.0% | +2,584.4% | -2,530.5% | -39.2% |
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