+179.2%
XLE vs DXCM
+402.7%
-223.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | +5.4% | +4.9% | +0.5% | +5.0% |
| 30D | -3.9% | -0.2% | -3.8% | -4.1% |
| 3M | +7.0% | -8.9% | +15.9% | +7.7% |
| 6M | +14.2% | +42.3% | -28.1% | +10.3% |
| YTD | +48.2% | +25.6% | +22.6% | +44.3% |
| 1Y | +47.7% | +39.5% | +8.1% | +42.3% |
| 3Y | +70.0% | -15.3% | +85.3% | +66.6% |
| 5Y | +169.1% | -48.4% | +217.6% | +172.0% |
| All | +179.2% | +402.7% | -223.6% | +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