-0.6%
DXCM vs OWL
+38.2%
-38.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | +6.3% | +3.7% | +2.7% | +5.1% |
| 3M | +21.1% | +17.5% | +3.6% | +15.1% |
| 6M | +20.6% | +18.5% | +2.0% | +13.5% |
| YTD | +32.4% | -16.3% | +48.8% | +37.0% |
| 1Y | +8.8% | -29.7% | +38.6% | +17.7% |
| 3Y | -13.7% | +14.2% | -27.9% | -22.2% |
| 5Y | -35.2% | +2.5% | -37.7% | -42.7% |
| All | -0.6% | +38.2% | -38.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 all: compounded portfolio wealth divided by compounded OWL 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…
all analysis · Full analysis span regression · 6 months rolling