-16.3%
DXCM vs O
+37.3%
-53.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.8% |
| 7D | -3.5% | +3.7% | -7.2% | -4.3% |
| 30D | -5.8% | +11.2% | -17.0% | -7.9% |
| 3M | -4.3% | -4.0% | -0.4% | -3.5% |
| 6M | +31.6% | -5.2% | +36.8% | +33.2% |
| YTD | +19.6% | +9.5% | +10.2% | +17.5% |
| 1Y | +36.9% | +10.6% | +26.3% | +34.0% |
| 3Y | -16.3% | +38.1% | -54.4% | -24.4% |
| All | -16.3% | +37.3% | -53.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling