+393.1%
DXCM vs EOG
+131.8%
+261.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -9.2% | +4.6% | -13.8% | -9.8% |
| 30D | -6.5% | +2.9% | -9.3% | -7.0% |
| 3M | -10.3% | +8.0% | -18.2% | -11.5% |
| 6M | +35.4% | +17.0% | +18.4% | +31.9% |
| YTD | +21.1% | +51.1% | -30.0% | +13.1% |
| 1Y | +38.2% | +45.1% | -6.9% | +29.8% |
| 3Y | -14.6% | +39.4% | -54.0% | -19.9% |
| 5Y | -49.6% | +105.6% | -155.2% | -56.0% |
| 10Y | +393.1% | +133.5% | +259.6% | +297.1% |
| All | +393.1% | +131.8% | +261.3% | +297.1% |
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