+231.9%
VLO vs DXCM
-13.9%
+245.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.2% |
| 7D | +9.6% | +4.9% | +4.7% | +9.3% |
| 30D | -17.4% | -0.2% | -17.2% | -17.4% |
| 3M | +10.8% | -8.9% | +19.7% | +11.3% |
| 6M | +56.9% | +42.3% | +14.7% | +53.4% |
| YTD | +136.8% | +25.6% | +111.2% | +132.8% |
| 1Y | +120.7% | +39.5% | +81.1% | +115.0% |
| 3Y | +231.9% | -15.3% | +247.2% | +227.5% |
| All | +231.9% | -13.9% | +245.8% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling