+2,894.9%
DXCM vs O
+717.1%
+2,177.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -3.2% | -0.7% | -2.5% | -2.8% |
| 30D | +6.3% | -1.9% | +8.2% | +7.3% |
| 3M | +21.1% | +3.8% | +17.2% | +18.7% |
| 6M | +20.6% | -4.7% | +25.3% | +23.3% |
| YTD | +32.4% | +12.5% | +20.0% | +24.0% |
| 1Y | +8.8% | +10.8% | -2.0% | +2.4% |
| 3Y | -13.7% | +28.8% | -42.5% | -26.6% |
| 5Y | -35.2% | +13.2% | -48.4% | -41.1% |
| 10Y | +281.8% | +53.5% | +228.3% | +163.9% |
| All | +2,894.9% | +717.1% | +2,177.8% | +637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling