+133.1%
XLC vs DXCM
+221.5%
-88.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.1% |
| 7D | +7.1% | -4.4% | +11.4% | +7.9% |
| 30D | -2.7% | -3.6% | +0.9% | -2.2% |
| 3M | -3.2% | -4.3% | +1.2% | -2.7% |
| 6M | -7.7% | +33.8% | -41.4% | -13.0% |
| YTD | -8.0% | +22.1% | -30.1% | -12.1% |
| 1Y | -3.1% | +47.4% | -50.5% | -10.6% |
| 3Y | +64.9% | -12.3% | +77.2% | +56.7% |
| 5Y | +39.5% | -49.1% | +88.6% | +42.2% |
| All | +133.1% | +221.5% | -88.4% | +71.7% |
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