+9.3%
ORCL vs DXCM
-13.6%
+23.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.4% | -6.5% |
| 7D | -17.5% | +5.7% | -23.2% | -18.0% |
| 30D | -20.2% | +1.3% | -21.4% | -20.3% |
| 3M | -19.9% | +2.2% | -22.1% | -20.2% |
| 6M | -37.4% | +42.0% | -79.4% | -39.6% |
| YTD | -40.1% | +27.3% | -67.4% | -41.6% |
| 1Y | -53.4% | +42.5% | -95.9% | -55.1% |
| All | +9.3% | -13.6% | +23.0% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling