+420.0%
VLO vs DXCM
-50.2%
+470.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -1.0% |
| 7D | -13.3% | -3.5% | -9.8% | -13.2% |
| 30D | -18.3% | -5.8% | -12.5% | -18.1% |
| 3M | +14.3% | -4.3% | +18.7% | +14.5% |
| 6M | +47.6% | +31.6% | +16.1% | +44.9% |
| YTD | +116.0% | +19.6% | +96.3% | +112.8% |
| 1Y | +101.0% | +36.9% | +64.1% | +96.1% |
| 3Y | +199.0% | -16.3% | +215.3% | +193.4% |
| All | +420.0% | -50.2% | +470.1% | +434.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling