+1,804.9%
VLO vs DXCM
+2,529.5%
-724.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.4% |
| 7D | -13.3% | -3.5% | -9.8% | -12.9% |
| 30D | -18.3% | -5.8% | -12.5% | -17.7% |
| 3M | +14.3% | -4.3% | +18.7% | +14.8% |
| 6M | +47.6% | +31.6% | +16.1% | +39.8% |
| YTD | +116.0% | +19.6% | +96.3% | +106.5% |
| 1Y | +101.0% | +36.9% | +64.1% | +87.6% |
| 3Y | +199.0% | -16.3% | +215.3% | +188.7% |
| 5Y | +419.0% | -50.0% | +469.1% | +427.2% |
| 10Y | +778.2% | +413.2% | +365.0% | +407.0% |
| All | +1,804.9% | +2,529.5% | -724.6% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling