+2,590.6%
DXCM vs XRT
+537.3%
+2,053.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.7% |
| 7D | -3.6% | -0.4% | -3.2% | -3.3% |
| 30D | -4.3% | +7.5% | -11.8% | -9.2% |
| 3M | -10.4% | +2.3% | -12.7% | -12.0% |
| 6M | +33.1% | +12.8% | +20.3% | +21.2% |
| YTD | +22.6% | +7.1% | +15.6% | +16.0% |
| 1Y | +36.5% | +12.3% | +24.3% | +24.4% |
| 3Y | -13.5% | +57.0% | -70.5% | -41.4% |
| 5Y | -49.6% | -4.3% | -45.3% | -51.2% |
| 10Y | +399.5% | +136.7% | +262.8% | +91.0% |
| All | +2,590.6% | +537.3% | +2,053.3% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling