+260.9%
DXCM vs EOG
+115.2%
+145.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | -4.3% | +3.4% | -7.7% | -4.8% |
| 3M | +7.3% | +7.8% | -0.6% | +6.0% |
| 6M | +22.0% | +13.4% | +8.7% | +19.4% |
| YTD | +26.4% | +43.5% | -17.1% | +19.3% |
| 1Y | +7.0% | +29.7% | -22.7% | +2.5% |
| 3Y | -19.6% | +23.2% | -42.8% | -23.1% |
| 5Y | -39.3% | +176.4% | -215.7% | -49.3% |
| 10Y | +260.9% | +119.1% | +141.8% | +191.6% |
| All | +260.9% | +115.2% | +145.8% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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