+167.2%
XLE vs DXCM
+410.2%
-243.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.5% |
| 7D | -12.0% | -3.5% | -8.5% | -11.8% |
| 30D | -2.7% | -5.8% | +3.1% | -2.4% |
| 3M | +6.6% | -4.3% | +10.9% | +6.8% |
| 6M | +9.5% | +31.6% | -22.0% | +6.5% |
| YTD | +40.6% | +19.6% | +20.9% | +37.4% |
| 1Y | +43.6% | +36.9% | +6.7% | +38.6% |
| 3Y | +58.1% | -16.3% | +74.4% | +55.0% |
| 5Y | +152.2% | -50.0% | +202.2% | +155.4% |
| All | +167.2% | +410.2% | -243.0% | +131.0% |
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