-49.6%
DXCM vs OVV
+104.2%
-153.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.1% |
| 7D | -9.2% | +1.2% | -10.4% | -9.4% |
| 30D | -6.5% | -2.5% | -4.0% | -6.4% |
| 3M | -10.3% | +0.5% | -10.8% | -10.7% |
| 6M | +35.4% | +8.5% | +26.9% | +32.9% |
| YTD | +21.1% | +64.5% | -43.4% | +9.7% |
| 1Y | +38.2% | +64.7% | -26.5% | +25.0% |
| 3Y | -14.6% | +54.1% | -68.7% | -23.7% |
| 5Y | -49.6% | +95.4% | -145.0% | -58.0% |
| All | -49.6% | +104.2% | -153.7% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling