+143.6%
VLO vs DXCM
+11.0%
+132.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +5.2% | -3.2% | +8.4% | +5.3% |
| 30D | +22.6% | +6.3% | +16.3% | +22.6% |
| 3M | +43.8% | +21.1% | +22.7% | +43.9% |
| 6M | +65.7% | +20.6% | +45.2% | +68.8% |
| YTD | +131.1% | +32.4% | +98.7% | +132.5% |
| 1Y | +143.6% | +8.8% | +134.8% | +154.8% |
| All | +143.6% | +11.0% | +132.6% | +154.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling