+163.9%
XLE vs DXCM
+421.6%
-257.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -7.9% | -4.4% | -3.5% | -7.6% |
| 30D | -4.8% | -3.6% | -1.2% | -4.7% |
| 3M | +8.4% | -4.3% | +12.7% | +8.6% |
| 6M | +12.7% | +33.8% | -21.1% | +9.4% |
| YTD | +41.3% | +22.1% | +19.1% | +37.9% |
| 1Y | +42.3% | +47.4% | -5.1% | +36.4% |
| 3Y | +65.1% | -12.3% | +77.3% | +61.1% |
| 5Y | +150.2% | -49.1% | +199.3% | +153.0% |
| 10Y | +163.9% | +423.1% | -259.2% | +127.5% |
| All | +163.9% | +421.6% | -257.7% | +127.5% |
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