-12.3%
DXCM vs OVV
+46.2%
-58.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.4% | -10.7% | +6.4% | -3.1% |
| 30D | -3.6% | -5.3% | +1.7% | -3.2% |
| 3M | -4.3% | +2.4% | -6.7% | -5.1% |
| 6M | +33.8% | +5.7% | +28.1% | +31.9% |
| YTD | +22.1% | +56.8% | -34.6% | +11.3% |
| 1Y | +47.4% | +59.3% | -11.9% | +33.6% |
| 3Y | -12.3% | +49.0% | -61.2% | -20.6% |
| All | -12.3% | +46.2% | -58.5% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling