-49.4%
ORCL vs DXCM
+42.0%
-91.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -6.5% | -3.7% | -2.8% | -6.1% |
| 30D | -16.6% | -5.0% | -11.6% | -16.1% |
| 3M | -21.6% | -8.8% | -12.8% | -20.8% |
| 6M | -39.4% | +31.9% | -71.2% | -40.1% |
| YTD | -38.7% | +20.4% | -59.1% | -38.8% |
| All | -49.4% | +42.0% | -91.4% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling