-10.2%
DXCM vs OWL
+15.5%
-25.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | -3.5% | -4.9% | +1.4% | -2.1% |
| 30D | -5.8% | +7.8% | -13.6% | -7.9% |
| 3M | -4.3% | -12.7% | +8.3% | -1.2% |
| 6M | +31.6% | -2.8% | +34.4% | +31.2% |
| YTD | +19.6% | -30.1% | +49.7% | +29.7% |
| 1Y | +36.9% | -29.1% | +66.0% | +47.3% |
| 3Y | -16.3% | -12.3% | -4.0% | -18.3% |
| 5Y | -50.0% | -27.5% | -22.5% | -52.9% |
| All | -10.2% | +15.5% | -25.7% | -21.5% |
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