+42.7%
ORCL vs DXCM
-48.7%
+91.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | +8.0% | +4.9% | +3.0% | +7.2% |
| 30D | -4.0% | -0.2% | -3.8% | -4.1% |
| 3M | -19.5% | -8.9% | -10.6% | -18.5% |
| 6M | -33.5% | +42.3% | -75.7% | -37.2% |
| YTD | -34.8% | +25.6% | -60.4% | -37.5% |
| 1Y | -41.6% | +39.5% | -81.1% | -44.9% |
| 3Y | +13.8% | -15.3% | +29.0% | +9.9% |
| All | +42.7% | -48.7% | +91.4% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling