-48.1%
DXCM vs XRT
-4.8%
-43.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | +4.9% | +1.7% | +3.2% | +3.8% |
| 30D | -0.2% | +7.5% | -7.7% | -4.4% |
| 3M | -8.9% | +2.2% | -11.1% | -10.2% |
| 6M | +42.3% | +14.7% | +27.6% | +30.5% |
| YTD | +25.6% | +7.5% | +18.1% | +19.8% |
| 1Y | +39.5% | +14.1% | +25.4% | +28.2% |
| 3Y | -15.3% | +58.8% | -74.0% | -39.7% |
| All | -48.1% | -4.8% | -43.3% | -46.0% |
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