+743.6%
VLO vs DXCM
+421.6%
+322.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.8% |
| 7D | -6.5% | -4.4% | -2.1% | -6.2% |
| 30D | -17.8% | -3.6% | -14.1% | -17.6% |
| 3M | +19.6% | -4.3% | +23.9% | +19.9% |
| 6M | +49.3% | +33.8% | +15.5% | +44.9% |
| YTD | +122.4% | +22.1% | +100.2% | +117.0% |
| 1Y | +107.4% | +47.4% | +60.0% | +98.7% |
| 3Y | +223.1% | -12.3% | +235.3% | +215.4% |
| 5Y | +432.2% | -49.1% | +481.3% | +437.8% |
| 10Y | +743.6% | +423.1% | +320.5% | +627.9% |
| All | +743.6% | +421.6% | +322.0% | +627.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling