+5,372.6%
ORLY vs DXCM
+2,810.6%
+2,562.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -5.9% | +6.3% | -12.3% | -6.6% |
| 3M | -0.6% | +21.1% | -21.7% | -2.9% |
| 6M | -6.8% | +20.6% | -27.3% | -9.1% |
| YTD | -3.6% | +32.4% | -36.1% | -7.1% |
| 1Y | -16.3% | +8.8% | -25.2% | -17.9% |
| 3Y | +39.1% | -13.7% | +52.9% | +35.2% |
| 5Y | +125.4% | -35.2% | +160.6% | +121.7% |
| 10Y | +366.5% | +281.8% | +84.7% | +249.1% |
| All | +5,372.6% | +2,810.6% | +2,562.0% | +2,508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling