-36.3%
DXCM vs XRT
-1.0%
-35.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.6% |
| 7D | -3.2% | +0.8% | -4.0% | -3.7% |
| 30D | +6.3% | -4.2% | +10.5% | +9.0% |
| 3M | +21.1% | +5.1% | +16.0% | +17.3% |
| 6M | +20.6% | +2.4% | +18.2% | +18.7% |
| YTD | +32.4% | +3.2% | +29.2% | +29.6% |
| 1Y | +8.8% | +1.5% | +7.3% | +7.2% |
| 3Y | -13.7% | +40.6% | -54.3% | -33.2% |
| All | -36.3% | -1.0% | -35.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling