+120.6%
VLO vs DXCM
+44.8%
+75.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.4% | -5.3% |
| 7D | -6.0% | +12.5% | -18.5% | -5.3% |
| 30D | -12.9% | +1.8% | -14.7% | -12.6% |
| 3M | +18.3% | +1.8% | +16.6% | +18.8% |
| 6M | +46.4% | +47.4% | -0.9% | +52.4% |
| YTD | +127.7% | +33.3% | +94.4% | +134.4% |
| 1Y | +120.6% | +44.6% | +76.0% | +125.8% |
| All | +120.6% | +44.8% | +75.8% | +125.8% |
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