+6.4%
OXY vs DXCM
+260.4%
-254.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.7% |
| 7D | +2.8% | -5.5% | +8.4% | +3.5% |
| 30D | +5.5% | -8.6% | +14.0% | +6.4% |
| 3M | +11.3% | +10.3% | +1.0% | +9.9% |
| 6M | +11.6% | +25.2% | -13.6% | +8.3% |
| YTD | +51.6% | +25.1% | +26.5% | +46.9% |
| 1Y | +36.2% | +9.2% | +27.0% | +33.7% |
| 3Y | +1.7% | -22.6% | +24.3% | +0.2% |
| 5Y | +164.5% | -39.5% | +204.0% | +162.1% |
| All | +6.4% | +260.4% | -254.0% | -13.7% |
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