+0.8%
OXY vs DXCM
-19.0%
+19.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +0.9% | -5.8% | +6.7% | +1.1% |
| 30D | +3.6% | -5.6% | +9.2% | +3.8% |
| 3M | +7.1% | +13.0% | -5.9% | +6.6% |
| 6M | +15.7% | +24.7% | -9.0% | +14.6% |
| YTD | +50.1% | +27.3% | +22.8% | +48.5% |
| 1Y | +34.1% | +11.2% | +22.9% | +33.6% |
| All | +0.8% | -19.0% | +19.8% | +3.8% |
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