+384.5%
DXCM vs XPO
+1,266.4%
-881.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.8% |
| 7D | +4.9% | +9.0% | -4.0% | +2.7% |
| 30D | -0.2% | +4.2% | -4.3% | -1.3% |
| 3M | -8.9% | -8.7% | -0.3% | -7.1% |
| 6M | +42.3% | -2.8% | +45.0% | +42.5% |
| YTD | +25.6% | +41.9% | -16.3% | +13.2% |
| 1Y | +39.5% | +42.3% | -2.8% | +25.5% |
| 3Y | -15.3% | +127.3% | -142.5% | -34.4% |
| 5Y | -48.4% | +306.4% | -354.8% | -67.5% |
| All | +384.5% | +1,266.4% | -881.8% | +102.7% |
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