+260.9%
DXCM vs XOP
+52.9%
+208.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -6.5% | +1.0% | -7.4% | -6.7% |
| 30D | -4.3% | +10.8% | -15.1% | -6.1% |
| 3M | +7.3% | +19.5% | -12.2% | +3.7% |
| 6M | +22.0% | +21.6% | +0.4% | +17.0% |
| YTD | +26.4% | +55.8% | -29.4% | +15.5% |
| 1Y | +7.0% | +54.6% | -47.7% | -2.2% |
| 3Y | -19.6% | +36.6% | -56.3% | -25.7% |
| 5Y | -39.3% | +160.6% | -199.9% | -50.6% |
| 10Y | +260.9% | +56.2% | +204.7% | +185.9% |
| All | +260.9% | +52.9% | +208.0% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XOP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling