+208.0%
OXY vs DXCM
+2,595.0%
-2,387.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.8% |
| 7D | +3.6% | -3.6% | +7.3% | +4.1% |
| 30D | -5.3% | -4.3% | -1.0% | -4.9% |
| 3M | +0.2% | -10.4% | +10.6% | +1.5% |
| 6M | +4.7% | +33.1% | -28.4% | -0.3% |
| YTD | +44.0% | +22.6% | +21.4% | +38.0% |
| 1Y | +42.1% | +36.5% | +5.5% | +33.9% |
| 3Y | +1.2% | -13.5% | +14.6% | -2.5% |
| 5Y | +95.7% | -49.6% | +145.3% | +98.6% |
| 10Y | +18.1% | +399.5% | -381.4% | -22.5% |
| All | +208.0% | +2,595.0% | -2,387.0% | +14.1% |
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