+148.5%
VLO vs DXCM
+6.5%
+141.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +3.3% |
| 7D | +5.8% | -6.2% | +12.0% | +5.8% |
| 30D | +28.3% | -0.3% | +28.6% | +28.4% |
| 3M | +48.7% | +10.3% | +38.4% | +48.7% |
| 6M | +71.9% | +24.1% | +47.8% | +73.9% |
| YTD | +138.7% | +27.4% | +111.3% | +140.2% |
| 1Y | +148.5% | +8.4% | +140.1% | +156.8% |
| All | +148.5% | +6.5% | +141.9% | +156.8% |
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