+2,605.6%
DXCM vs DOV
+1,104.1%
+1,501.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.3% |
| 7D | -3.5% | -1.9% | -1.6% | -2.5% |
| 30D | -5.8% | +8.3% | -14.1% | -10.0% |
| 3M | -4.3% | -3.1% | -1.3% | -3.1% |
| 6M | +31.6% | -9.8% | +41.4% | +37.6% |
| YTD | +19.6% | +5.2% | +14.5% | +14.0% |
| 1Y | +36.9% | +15.3% | +21.5% | +23.5% |
| 3Y | -16.3% | +58.8% | -75.0% | -38.3% |
| 5Y | -50.0% | +26.6% | -76.6% | -58.6% |
| 10Y | +413.2% | +351.6% | +61.5% | +80.2% |
| All | +2,605.6% | +1,104.1% | +1,501.5% | +291.8% |
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