+17.3%
OXY vs DXCM
+402.7%
-385.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +4.2% | +4.9% | -0.7% | +3.7% |
| 30D | -4.3% | -0.2% | -4.2% | -4.5% |
| 3M | +2.3% | -8.9% | +11.2% | +3.1% |
| 6M | +5.5% | +42.3% | -36.7% | +1.0% |
| YTD | +44.9% | +25.6% | +19.3% | +40.0% |
| 1Y | +42.6% | +39.5% | +3.1% | +36.1% |
| 3Y | +0.7% | -15.3% | +16.0% | -1.8% |
| 5Y | +96.9% | -48.4% | +145.3% | +99.6% |
| All | +17.3% | +402.7% | -385.4% | +0.3% |
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