+251.6%
ORCL vs DXCM
+421.6%
-170.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.9% |
| 7D | +0.5% | -4.4% | +4.8% | +1.0% |
| 30D | -15.3% | -3.6% | -11.7% | -15.0% |
| 3M | -18.2% | -4.3% | -13.9% | -17.9% |
| 6M | -38.4% | +33.8% | -72.2% | -41.0% |
| YTD | -37.7% | +22.1% | -59.9% | -39.7% |
| 1Y | -49.3% | +47.4% | -96.7% | -52.1% |
| 3Y | +10.6% | -12.3% | +22.9% | +7.5% |
| 5Y | +35.5% | -49.1% | +84.6% | +37.0% |
| 10Y | +251.6% | +423.1% | -171.5% | +191.4% |
| All | +251.6% | +421.6% | -170.0% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling