+2,637.6%
DXCM vs XPO
+14,280.9%
-11,643.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -9.2% | +0.5% | -9.7% | -9.3% |
| 30D | -6.5% | +4.7% | -11.2% | -7.2% |
| 3M | -10.3% | -7.1% | -3.2% | -9.4% |
| 6M | +35.4% | -6.3% | +41.7% | +36.3% |
| YTD | +21.1% | +39.1% | -18.0% | +14.1% |
| 1Y | +38.2% | +36.7% | +1.5% | +30.5% |
| 3Y | -14.6% | +127.4% | -142.0% | -26.4% |
| 5Y | -49.6% | +315.0% | -364.6% | -61.2% |
| 10Y | +393.1% | +1,263.5% | -870.4% | +218.3% |
| All | +2,637.6% | +14,280.9% | -11,643.2% | +1,480.1% |
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 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