+361.0%
ORLY vs DXCM
+260.4%
+100.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.5% |
| 7D | -2.4% | -5.5% | +3.2% | -1.8% |
| 30D | -6.8% | -8.6% | +1.8% | -6.0% |
| 3M | -4.8% | +10.3% | -15.1% | -5.7% |
| 6M | -9.1% | +25.2% | -34.3% | -11.2% |
| YTD | -5.9% | +25.1% | -31.0% | -8.2% |
| 1Y | -20.4% | +9.2% | -29.7% | -21.6% |
| 3Y | +36.6% | -22.6% | +59.2% | +35.0% |
| 5Y | +117.3% | -39.5% | +156.9% | +115.6% |
| All | +361.0% | +260.4% | +100.6% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling