+7.0%
DXCM vs XPO
+39.4%
-32.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | -6.5% | -0.9% | -5.5% | -6.3% |
| 30D | -4.3% | -8.1% | +3.8% | -3.0% |
| 3M | +7.3% | -19.0% | +26.3% | +10.8% |
| 6M | +22.0% | -5.2% | +27.2% | +23.4% |
| YTD | +26.4% | +35.6% | -9.2% | +28.5% |
| 1Y | +7.0% | +41.1% | -34.1% | +7.9% |
| All | +7.0% | +39.4% | -32.4% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling