+393.1%
DXCM vs XRT
+145.8%
+247.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -9.2% | -1.4% | -7.7% | -8.4% |
| 30D | -6.5% | +9.8% | -16.3% | -10.7% |
| 3M | -10.3% | +3.3% | -13.5% | -11.8% |
| 6M | +35.4% | +13.6% | +21.8% | +26.7% |
| YTD | +21.1% | +9.1% | +12.0% | +15.7% |
| 1Y | +38.2% | +15.1% | +23.2% | +28.4% |
| 3Y | -14.6% | +59.9% | -74.5% | -34.6% |
| 5Y | -49.6% | -1.7% | -47.8% | -51.9% |
| 10Y | +393.1% | +141.1% | +252.0% | +176.0% |
| All | +393.1% | +145.8% | +247.3% | +176.0% |
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