+172.7%
XLE vs DXCM
+272.3%
-99.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +2.5% |
| 30D | +11.8% | +6.3% | +5.4% | +11.2% |
| 3M | +9.8% | +21.1% | -11.3% | +7.8% |
| 6M | +15.6% | +20.6% | -5.0% | +13.3% |
| YTD | +45.3% | +32.4% | +12.8% | +41.1% |
| 1Y | +48.3% | +8.8% | +39.5% | +46.2% |
| 3Y | +55.4% | -13.7% | +69.2% | +52.1% |
| 5Y | +216.1% | -35.2% | +251.3% | +211.8% |
| All | +172.7% | +272.3% | -99.5% | +140.4% |
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