+2,662.2%
DXCM vs XPO
+14,207.1%
-11,544.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +1.1% |
| 7D | -4.4% | -1.9% | -2.4% | -4.1% |
| 30D | -3.6% | +2.5% | -6.1% | -4.0% |
| 3M | -4.3% | -7.2% | +2.8% | -3.4% |
| 6M | +33.8% | -8.1% | +41.8% | +35.1% |
| YTD | +22.1% | +38.3% | -16.2% | +15.2% |
| 1Y | +47.4% | +33.6% | +13.8% | +39.6% |
| 3Y | -12.3% | +133.1% | -145.3% | -24.7% |
| 5Y | -49.1% | +308.9% | -358.0% | -60.8% |
| 10Y | +423.1% | +1,371.8% | -948.6% | +235.3% |
| All | +2,662.2% | +14,207.1% | -11,544.9% | +1,495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling