+373.3%
DXCM vs OVV
+57.6%
+315.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | -3.6% | +6.5% | -10.2% | -4.3% |
| 30D | -4.3% | -2.7% | -1.7% | -4.2% |
| 3M | -10.4% | +3.1% | -13.5% | -10.8% |
| 6M | +33.1% | +12.8% | +20.3% | +31.0% |
| YTD | +22.6% | +68.1% | -45.5% | +15.2% |
| 1Y | +36.5% | +73.6% | -37.1% | +27.7% |
| 3Y | -13.5% | +57.6% | -71.1% | -19.2% |
| 5Y | -49.6% | +104.5% | -154.2% | -54.8% |
| All | +373.3% | +57.6% | +315.6% | +278.8% |
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