+260.9%
DXCM vs XPO
+1,410.5%
-1,149.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | -6.5% | -0.9% | -5.5% | -6.3% |
| 30D | -4.3% | -8.1% | +3.8% | -2.4% |
| 3M | +7.3% | -19.0% | +26.3% | +12.8% |
| 6M | +22.0% | -5.2% | +27.2% | +22.9% |
| YTD | +26.4% | +35.6% | -9.2% | +15.7% |
| 1Y | +7.0% | +41.1% | -34.1% | -4.0% |
| 3Y | -19.6% | +157.9% | -177.5% | -39.7% |
| 5Y | -39.3% | +265.6% | -304.9% | -60.6% |
| 10Y | +260.9% | +1,516.8% | -1,255.9% | +66.8% |
| All | +260.9% | +1,410.5% | -1,149.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling