+200.1%
OXY vs DXCM
+2,546.4%
-2,346.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.3% |
| 7D | -5.8% | -3.7% | -2.2% | -5.5% |
| 30D | -5.3% | -5.0% | -0.4% | -4.9% |
| 3M | -2.5% | -8.8% | +6.3% | -1.5% |
| 6M | +8.3% | +31.9% | -23.6% | +3.2% |
| YTD | +40.3% | +20.4% | +19.9% | +34.8% |
| 1Y | +38.8% | +45.7% | -6.9% | +29.5% |
| 3Y | -1.4% | -15.0% | +13.6% | -4.8% |
| 5Y | +92.2% | -48.5% | +140.7% | +94.3% |
| 10Y | +13.7% | +411.2% | -397.5% | -25.7% |
| All | +200.1% | +2,546.4% | -2,346.3% | +11.5% |
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