+2,580.0%
DXCM vs XOP
+67.7%
+2,512.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -4.4% | -10.0% | +5.7% | -1.2% |
| 30D | -3.6% | -9.1% | +5.5% | -1.0% |
| 3M | -4.3% | +5.1% | -9.4% | -6.4% |
| 6M | +33.8% | +6.4% | +27.4% | +29.9% |
| YTD | +22.1% | +39.7% | -17.6% | +7.2% |
| 1Y | +47.4% | +37.2% | +10.2% | +30.0% |
| 3Y | -12.3% | +37.6% | -49.9% | -24.4% |
| 5Y | -49.1% | +76.5% | -125.6% | -61.4% |
| 10Y | +423.1% | +42.6% | +380.5% | +263.2% |
| All | +2,580.0% | +67.7% | +2,512.3% | +1,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling