-16.2%
DXCM vs XPO
+165.6%
-181.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -3.1% |
| 7D | -3.2% | +2.4% | -5.6% | -3.9% |
| 30D | +6.3% | -3.5% | +9.9% | +7.1% |
| 3M | +21.1% | -11.9% | +33.0% | +24.7% |
| 6M | +20.6% | -10.0% | +30.5% | +23.0% |
| YTD | +32.4% | +42.1% | -9.6% | +19.9% |
| 1Y | +8.8% | +47.6% | -38.8% | -3.5% |
| All | -16.2% | +165.6% | -181.8% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling