+11.2%
DXCM vs XEL
+7.9%
+3.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -5.8% | -1.2% | -4.6% | -5.8% |
| 30D | -5.6% | -2.9% | -2.7% | -5.6% |
| 3M | +13.0% | -2.7% | +15.7% | +13.3% |
| 6M | +24.7% | -6.5% | +31.2% | +25.0% |
| YTD | +27.3% | +3.6% | +23.7% | +28.0% |
| 1Y | +11.2% | +7.5% | +3.7% | +14.1% |
| All | +11.2% | +7.9% | +3.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling