-8.3%
DXCM vs OSCR
-8.3%
0.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -4.1% |
| 7D | -6.2% | +10.7% | -16.9% | -7.5% |
| 30D | -0.3% | +18.3% | -18.6% | -2.5% |
| 3M | +10.3% | +20.5% | -10.2% | +7.1% |
| 6M | +24.1% | +138.5% | -114.4% | +9.5% |
| YTD | +27.4% | +129.7% | -102.4% | +12.4% |
| 1Y | +8.4% | +62.8% | -54.4% | -1.3% |
| 3Y | -19.0% | +411.8% | -430.8% | -41.9% |
| 5Y | -38.6% | +99.9% | -138.5% | -56.6% |
| All | -8.3% | -8.3% | 0.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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