-10.9%
DXCM vs OVV
+35.0%
-45.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.7% | -4.2% |
| 7D | +5.7% | -14.9% | +20.6% | +7.7% |
| 30D | +1.3% | -0.9% | +2.2% | +1.1% |
| 3M | +2.2% | +5.6% | -3.4% | +1.0% |
| 6M | +42.0% | -2.5% | +44.5% | +41.6% |
| YTD | +27.3% | +57.8% | -30.6% | +15.8% |
| 1Y | +42.5% | +70.1% | -27.6% | +27.4% |
| All | -10.9% | +35.0% | -45.9% | -17.9% |
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