+2,894.9%
DXCM vs DOV
+1,039.3%
+1,855.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.6% |
| 7D | -3.2% | -2.7% | -0.6% | -1.8% |
| 30D | +6.3% | -8.1% | +14.4% | +11.4% |
| 3M | +21.1% | -9.4% | +30.5% | +27.0% |
| 6M | +20.6% | -12.6% | +33.2% | +28.6% |
| YTD | +32.4% | -0.5% | +32.9% | +30.6% |
| 1Y | +8.8% | +9.2% | -0.4% | +1.1% |
| 3Y | -13.7% | +34.1% | -47.9% | -30.1% |
| 5Y | -35.2% | +17.3% | -52.4% | -43.8% |
| 10Y | +281.8% | +284.9% | -3.1% | +47.2% |
| All | +2,894.9% | +1,039.3% | +1,855.6% | +348.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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