-21.2%
DXCM vs XEL
+46.3%
-67.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.1% |
| 6M | +24.7% | -6.5% | +31.2% | +24.8% |
| YTD | +27.3% | +3.6% | +23.7% | +27.3% |
| 1Y | +11.2% | +7.5% | +3.7% | +11.3% |
| All | -21.2% | +46.3% | -67.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling