+2,894.9%
DXCM vs VO
+696.1%
+2,198.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -3.2% | -0.3% | -2.9% | -2.9% |
| 30D | +6.3% | -0.3% | +6.7% | +6.7% |
| 3M | +21.1% | +2.9% | +18.1% | +17.1% |
| 6M | +20.6% | +9.3% | +11.2% | +9.0% |
| YTD | +32.4% | +14.2% | +18.2% | +14.0% |
| 1Y | +8.8% | +15.3% | -6.4% | -7.6% |
| 3Y | -13.7% | +56.2% | -70.0% | -48.6% |
| 5Y | -35.2% | +42.4% | -77.6% | -56.1% |
| 10Y | +281.8% | +194.7% | +87.1% | +10.6% |
| All | +2,894.9% | +696.1% | +2,198.8% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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