+195.5%
VLO vs DXCM
-17.7%
+213.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +5.2% | -3.2% | +8.4% | +5.5% |
| 30D | +22.6% | +6.3% | +16.3% | +22.1% |
| 3M | +43.8% | +21.1% | +22.7% | +41.8% |
| 6M | +65.7% | +20.6% | +45.2% | +63.6% |
| YTD | +131.1% | +32.4% | +98.7% | +126.0% |
| 1Y | +143.6% | +8.8% | +134.8% | +141.9% |
| All | +195.5% | -17.7% | +213.1% | +182.5% |
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