+30.6%
ORCL vs DXCM
-50.2%
+80.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.7% |
| 7D | -11.2% | -3.5% | -7.7% | -10.8% |
| 30D | -18.8% | -5.8% | -13.0% | -18.3% |
| 3M | -18.8% | -4.3% | -14.4% | -18.4% |
| 6M | -39.7% | +31.6% | -71.3% | -42.5% |
| YTD | -39.6% | +19.6% | -59.3% | -41.7% |
| 1Y | -51.7% | +36.9% | -88.6% | -54.4% |
| 3Y | +10.2% | -16.3% | +26.5% | +6.4% |
| All | +30.6% | -50.2% | +80.7% | +33.9% |
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