+159.6%
XLB vs DXCM
+256.6%
-97.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.9% | -0.5% |
| 7D | -0.2% | -6.2% | +6.0% | +0.5% |
| 30D | -1.7% | -0.3% | -1.5% | -1.7% |
| 3M | +4.4% | +10.3% | -6.0% | +2.9% |
| 6M | +5.0% | +24.1% | -19.1% | +1.8% |
| YTD | +15.5% | +27.4% | -11.9% | +11.5% |
| 1Y | +14.9% | +8.4% | +6.5% | +12.8% |
| 3Y | +34.5% | -19.0% | +53.5% | +31.8% |
| 5Y | +36.5% | -38.6% | +75.1% | +34.8% |
| 10Y | +159.6% | +252.9% | -93.3% | +131.7% |
| All | +159.6% | +256.6% | -97.0% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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