+263.7%
DXCM vs XOP
+52.0%
+211.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.1% |
| 7D | -6.2% | +0.6% | -6.8% | -6.3% |
| 30D | -0.3% | +16.5% | -16.8% | -3.0% |
| 3M | +10.3% | +15.7% | -5.4% | +7.3% |
| 6M | +24.1% | +19.2% | +4.9% | +19.5% |
| YTD | +27.4% | +55.0% | -27.6% | +16.5% |
| 1Y | +8.4% | +54.2% | -45.8% | -0.9% |
| 3Y | -19.0% | +35.9% | -54.9% | -25.1% |
| 5Y | -38.6% | +162.4% | -201.0% | -50.1% |
| All | +263.7% | +52.0% | +211.7% | +188.4% |
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