+161.6%
OXY vs DXCM
-38.0%
+199.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | +0.6% | -6.5% | +7.1% | +1.1% |
| 30D | +4.5% | -4.3% | +8.8% | +4.8% |
| 3M | +8.9% | +7.3% | +1.6% | +8.2% |
| 6M | +12.5% | +22.0% | -9.6% | +10.7% |
| YTD | +50.5% | +26.4% | +24.1% | +47.5% |
| 1Y | +38.6% | +7.0% | +31.6% | +37.5% |
| 3Y | -1.2% | -19.6% | +18.4% | -2.8% |
| 5Y | +161.6% | -39.3% | +200.9% | +165.4% |
| All | +161.6% | -38.0% | +199.7% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling