+133.6%
XLC vs DXCM
+222.8%
-89.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.1% | -3.6% | +6.7% | +3.7% |
| 30D | -4.2% | -4.3% | +0.1% | -3.6% |
| 3M | -2.1% | -10.4% | +8.2% | -0.4% |
| 6M | -6.6% | +33.1% | -39.7% | -11.9% |
| YTD | -7.8% | +22.6% | -30.4% | -12.0% |
| 1Y | -4.1% | +36.5% | -40.6% | -10.3% |
| 3Y | +62.6% | -13.5% | +76.1% | +55.1% |
| 5Y | +39.6% | -49.6% | +89.3% | +42.6% |
| All | +133.6% | +222.8% | -89.2% | +71.9% |
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