+167.7%
XLB vs DXCM
+421.6%
-253.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | -1.4% | -4.4% | +3.0% | -0.9% |
| 30D | +7.1% | -3.6% | +10.7% | +7.5% |
| 3M | +0.6% | -4.3% | +5.0% | +1.0% |
| 6M | +3.5% | +33.8% | -30.3% | -0.6% |
| YTD | +18.2% | +22.1% | -3.9% | +14.6% |
| 1Y | +25.6% | +47.4% | -21.8% | +19.0% |
| 3Y | +46.7% | -12.3% | +58.9% | +42.3% |
| 5Y | +30.9% | -49.1% | +80.0% | +32.0% |
| 10Y | +167.7% | +423.1% | -255.4% | +126.3% |
| All | +167.7% | +421.6% | -253.9% | +126.3% |
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