+49.9%
XLE vs DXCM
+44.8%
+5.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.6% | -11.4% | -4.3% |
| 7D | -7.2% | +12.5% | -19.7% | -6.6% |
| 30D | +0.1% | +1.8% | -1.7% | +0.4% |
| 3M | +9.2% | +1.8% | +7.4% | +9.5% |
| 6M | +8.4% | +47.4% | -39.0% | +11.4% |
| YTD | +44.9% | +33.3% | +11.6% | +48.0% |
| 1Y | +49.9% | +44.6% | +5.2% | +53.7% |
| All | +49.9% | +44.8% | +5.0% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling