+161.9%
XLE vs DXCM
-48.4%
+210.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -0.2% | -9.2% | +9.0% | +0.3% |
| 30D | -4.0% | -6.5% | +2.5% | -3.7% |
| 3M | +4.6% | -10.3% | +14.9% | +5.2% |
| 6M | +12.3% | +35.4% | -23.1% | +10.0% |
| YTD | +44.5% | +21.1% | +23.5% | +42.3% |
| 1Y | +42.4% | +38.2% | +4.2% | +38.9% |
| 3Y | +67.0% | -14.6% | +81.6% | +63.8% |
| 5Y | +161.9% | -49.6% | +211.5% | +165.8% |
| All | +161.9% | -48.4% | +210.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling