-41.6%
ORCL vs DXCM
+40.8%
-82.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.6% |
| 7D | +8.0% | +4.9% | +3.0% | +7.5% |
| 30D | -4.0% | -0.2% | -3.8% | -3.9% |
| 3M | -19.5% | -8.9% | -10.6% | -18.5% |
| 6M | -33.5% | +42.3% | -75.7% | -35.0% |
| YTD | -34.8% | +25.6% | -60.4% | -35.4% |
| 1Y | -41.6% | +39.5% | -81.2% | -42.1% |
| All | -41.6% | +40.8% | -82.4% | -42.1% |
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