+39.8%
XLE vs DXCM
+42.0%
-2.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.4% |
| 7D | -6.7% | -3.7% | -3.0% | -6.8% |
| 30D | -4.4% | -5.0% | +0.6% | -4.5% |
| 3M | +4.0% | -8.8% | +12.8% | +3.8% |
| 6M | +13.2% | +31.9% | -18.7% | +15.8% |
| YTD | +41.9% | +20.4% | +21.5% | +43.9% |
| All | +39.8% | +42.0% | -2.2% | +41.3% |
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