+8.4%
DXCM vs XOP
+52.0%
-43.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.9% |
| 7D | -6.2% | +0.6% | -6.8% | -6.2% |
| 30D | -0.3% | +16.5% | -16.8% | -0.6% |
| 3M | +10.3% | +15.7% | -5.4% | +10.0% |
| 6M | +24.1% | +19.2% | +4.9% | +22.1% |
| YTD | +27.4% | +55.0% | -27.6% | +20.7% |
| 1Y | +8.4% | +54.2% | -45.8% | +2.6% |
| All | +8.4% | +52.0% | -43.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling