-16.3%
ORLY vs DXCM
+11.0%
-27.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.7% |
| 7D | -0.7% | -3.2% | +2.5% | -0.4% |
| 30D | -5.9% | +6.3% | -12.3% | -6.4% |
| 3M | -0.6% | +21.1% | -21.7% | -2.2% |
| 6M | -6.8% | +20.6% | -27.3% | -9.5% |
| YTD | -3.6% | +32.4% | -36.1% | -6.2% |
| 1Y | -16.3% | +8.8% | -25.2% | -18.4% |
| All | -16.3% | +11.0% | -27.3% | -18.4% |
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