+310.7%
VOO vs DXCM
+402.7%
-92.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | +2.6% | +4.9% | -2.4% | +1.9% |
| 30D | -2.0% | -0.2% | -1.8% | -2.1% |
| 3M | -2.8% | -8.9% | +6.1% | -1.7% |
| 6M | +2.2% | +42.3% | -40.1% | -3.5% |
| YTD | +11.5% | +25.6% | -14.0% | +7.0% |
| 1Y | +13.5% | +39.5% | -26.0% | +7.2% |
| 3Y | +78.1% | -15.3% | +93.4% | +73.0% |
| 5Y | +73.1% | -48.4% | +121.6% | +75.1% |
| All | +310.7% | +402.7% | -92.1% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling