-36.3%
DXCM vs XOP
+156.6%
-192.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -3.2% | +2.6% | -5.8% | -3.7% |
| 30D | +6.3% | +15.4% | -9.1% | +3.1% |
| 3M | +21.1% | +12.1% | +9.0% | +18.0% |
| 6M | +20.6% | +19.7% | +0.9% | +14.9% |
| YTD | +32.4% | +52.4% | -20.0% | +18.9% |
| 1Y | +8.8% | +47.6% | -38.7% | -1.7% |
| 3Y | -13.7% | +34.4% | -48.1% | -22.0% |
| All | -36.3% | +156.6% | -192.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling