+270.1%
DXCM vs OVV
+61.5%
+208.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | +6.3% | +11.7% | -5.4% | +5.1% |
| 3M | +21.1% | +9.8% | +11.3% | +19.8% |
| 6M | +20.6% | +26.6% | -6.0% | +17.2% |
| YTD | +32.4% | +67.0% | -34.6% | +24.8% |
| 1Y | +8.8% | +55.9% | -47.1% | +3.1% |
| 3Y | -13.7% | +45.5% | -59.2% | -18.7% |
| 5Y | -35.2% | +157.3% | -192.5% | -42.8% |
| All | +270.1% | +61.5% | +208.5% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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