+468.9%
XLE vs DXCM
+2,810.6%
-2,341.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +11.8% | +6.3% | +5.4% | +10.9% |
| 3M | +9.8% | +21.1% | -11.3% | +6.7% |
| 6M | +15.6% | +20.6% | -5.0% | +12.0% |
| YTD | +45.3% | +32.4% | +12.8% | +38.8% |
| 1Y | +48.3% | +8.8% | +39.5% | +44.8% |
| 3Y | +55.4% | -13.7% | +69.2% | +50.4% |
| 5Y | +216.1% | -35.2% | +251.3% | +209.3% |
| 10Y | +178.4% | +281.8% | -103.4% | +93.5% |
| All | +468.9% | +2,810.6% | -2,341.7% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling