+404.2%
DXCM vs OVV
+50.1%
+354.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.3% | -5.9% |
| 7D | -3.5% | -16.7% | +13.2% | -1.8% |
| 30D | -5.8% | -1.5% | -4.3% | -5.8% |
| 3M | -4.3% | +1.6% | -5.9% | -4.7% |
| 6M | +31.6% | +2.0% | +29.5% | +30.8% |
| YTD | +19.6% | +56.8% | -37.2% | +13.2% |
| 1Y | +36.9% | +64.8% | -28.0% | +28.7% |
| 3Y | -16.3% | +38.3% | -54.5% | -20.8% |
| 5Y | -50.0% | +84.9% | -134.9% | -54.7% |
| All | +404.2% | +50.1% | +354.1% | +316.0% |
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