+1,938.3%
VLO vs DXCM
+2,810.6%
-872.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | +5.2% | -3.2% | +8.4% | +5.8% |
| 30D | +22.6% | +6.3% | +16.3% | +21.4% |
| 3M | +43.8% | +21.1% | +22.7% | +38.7% |
| 6M | +65.7% | +20.6% | +45.2% | +59.1% |
| YTD | +131.1% | +32.4% | +98.7% | +118.0% |
| 1Y | +143.6% | +8.8% | +134.8% | +136.5% |
| 3Y | +201.4% | -13.7% | +215.1% | +189.4% |
| 5Y | +568.9% | -35.2% | +604.1% | +548.5% |
| 10Y | +891.8% | +281.8% | +610.0% | +511.5% |
| All | +1,938.3% | +2,810.6% | -872.3% | +503.2% |
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