-16.3%
DXCM vs XRT
+49.6%
-65.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.1% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -5.8% | +7.9% | -13.7% | -9.0% |
| 3M | -4.3% | -0.2% | -4.2% | -4.2% |
| 6M | +31.6% | +5.6% | +26.0% | +28.1% |
| YTD | +19.6% | +5.7% | +14.0% | +16.4% |
| 1Y | +36.9% | +14.6% | +22.3% | +28.5% |
| 3Y | -16.3% | +50.7% | -66.9% | -29.4% |
| All | -16.3% | +49.6% | -65.8% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling