+373.3%
DXCM vs XOP
+52.4%
+320.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.0% |
| 7D | -3.6% | +5.2% | -8.8% | -4.5% |
| 30D | -4.3% | -8.4% | +4.0% | -3.0% |
| 3M | -10.4% | +2.9% | -13.3% | -11.1% |
| 6M | +33.1% | +8.8% | +24.3% | +30.5% |
| YTD | +22.6% | +46.9% | -24.3% | +12.9% |
| 1Y | +36.5% | +41.5% | -5.0% | +26.5% |
| 3Y | -13.5% | +43.1% | -56.6% | -20.9% |
| 5Y | -49.6% | +92.2% | -141.8% | -57.0% |
| All | +373.3% | +52.4% | +320.8% | +282.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling