+275.4%
ORCL vs DXCM
+391.0%
-115.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +10.4% | -3.6% | +14.0% | +10.9% |
| 30D | -11.2% | -4.3% | -6.9% | -10.8% |
| 3M | -16.8% | -10.4% | -6.4% | -15.8% |
| 6M | -31.5% | +33.1% | -64.6% | -34.3% |
| YTD | -33.9% | +22.6% | -56.5% | -36.1% |
| 1Y | -43.3% | +36.5% | -79.8% | -45.9% |
| 3Y | +16.5% | -13.5% | +29.9% | +13.4% |
| 5Y | +45.4% | -49.6% | +95.0% | +47.2% |
| All | +275.4% | +391.0% | -115.6% | +211.7% |
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