-15.3%
DXCM vs XOP
+43.8%
-59.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +4.9% | +6.3% | -1.4% | +4.0% |
| 30D | -0.2% | -6.6% | +6.4% | +0.7% |
| 3M | -8.9% | +3.6% | -12.5% | -9.9% |
| 6M | +42.3% | +10.8% | +31.5% | +38.9% |
| YTD | +25.6% | +48.3% | -22.7% | +13.2% |
| 1Y | +39.5% | +42.9% | -3.4% | +26.9% |
| 3Y | -15.3% | +43.3% | -58.6% | -25.7% |
| All | -15.3% | +43.8% | -59.1% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling