+491.3%
XLB vs DXCM
+2,810.6%
-2,319.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -0.9% |
| 30D | -0.4% | +6.3% | -6.7% | -1.3% |
| 3M | +2.0% | +21.1% | -19.1% | -1.1% |
| 6M | +1.8% | +20.6% | -18.7% | -1.5% |
| YTD | +16.6% | +32.4% | -15.9% | +11.2% |
| 1Y | +16.9% | +8.8% | +8.1% | +14.2% |
| 3Y | +32.6% | -13.7% | +46.3% | +28.2% |
| 5Y | +35.6% | -35.2% | +70.8% | +33.5% |
| 10Y | +160.0% | +281.8% | -121.8% | +83.6% |
| All | +491.3% | +2,810.6% | -2,319.3% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling