+263.3%
DXCM vs DVA
+187.5%
+75.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -5.6% | +1.7% | -7.3% | -5.9% |
| 3M | +13.0% | -8.7% | +21.7% | +14.7% |
| 6M | +24.7% | +19.7% | +5.0% | +19.6% |
| YTD | +27.3% | +59.6% | -32.3% | +14.3% |
| 1Y | +11.2% | +37.1% | -25.9% | +2.9% |
| 3Y | -19.0% | +89.8% | -108.8% | -30.6% |
| 5Y | -38.5% | +47.4% | -85.8% | -45.6% |
| All | +263.3% | +187.5% | +75.9% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling