+2,542.0%
DXCM vs XOP
+69.0%
+2,472.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -3.7% | -8.4% | +4.7% | -1.1% |
| 30D | -5.0% | -8.4% | +3.4% | -2.7% |
| 3M | -8.8% | +0.2% | -9.0% | -9.4% |
| 6M | +31.9% | +7.2% | +24.6% | +27.7% |
| YTD | +20.4% | +40.8% | -20.4% | +5.4% |
| 1Y | +45.7% | +36.3% | +9.4% | +28.9% |
| 3Y | -15.0% | +37.2% | -52.2% | -26.7% |
| 5Y | -48.5% | +86.6% | -135.1% | -61.6% |
| 10Y | +411.2% | +44.0% | +367.2% | +253.8% |
| All | +2,542.0% | +69.0% | +2,472.9% | +1,010.1% |
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