-49.6%
ORCL vs DXCM
+47.0%
-96.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.0% |
| 7D | +0.5% | -4.4% | +4.8% | +0.9% |
| 30D | -15.3% | -3.6% | -11.7% | -14.9% |
| 3M | -18.2% | -4.3% | -13.9% | -17.8% |
| 6M | -38.4% | +33.8% | -72.2% | -38.9% |
| YTD | -37.7% | +22.1% | -59.9% | -37.6% |
| All | -49.6% | +47.0% | -96.6% | -47.3% |
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