+423.1%
DXCM vs XRT
+163.3%
+259.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +0.2% |
| 7D | -4.4% | +2.5% | -6.8% | -5.4% |
| 30D | -3.6% | +10.3% | -13.9% | -8.3% |
| 3M | -4.3% | +2.4% | -6.7% | -5.5% |
| 6M | +33.8% | +10.0% | +23.8% | +27.2% |
| YTD | +22.1% | +9.5% | +12.6% | +16.4% |
| 1Y | +47.4% | +17.2% | +30.2% | +35.7% |
| 3Y | -12.3% | +62.0% | -74.2% | -33.3% |
| 5Y | -49.1% | -2.1% | -47.0% | -51.4% |
| 10Y | +423.1% | +152.6% | +270.6% | +178.8% |
| All | +423.1% | +163.3% | +259.8% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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