+38.9%
ORLY vs DXCM
-13.9%
+52.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | +2.6% | +4.9% | -2.4% | +2.4% |
| 30D | +6.3% | -0.2% | +6.5% | +6.3% |
| 3M | -0.4% | -8.9% | +8.5% | -0.3% |
| 6M | +2.8% | +42.3% | -39.5% | +2.3% |
| YTD | +1.1% | +25.6% | -24.5% | +0.6% |
| 1Y | -6.3% | +39.5% | -45.8% | -6.6% |
| 3Y | +38.9% | -15.3% | +54.1% | +36.6% |
| All | +38.9% | -13.9% | +52.8% | +36.6% |
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