+14.7%
XLF vs DXCM
+44.8%
-30.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +2.8% |
| 7D | +5.5% | +12.5% | -7.1% | +4.1% |
| 30D | +9.9% | +1.8% | +8.1% | +9.5% |
| 3M | +2.6% | +1.8% | +0.9% | +2.3% |
| 6M | +15.6% | +47.4% | -31.8% | +9.2% |
| YTD | +9.4% | +33.3% | -23.9% | +5.5% |
| 1Y | +14.7% | +44.6% | -29.9% | +10.0% |
| All | +14.7% | +44.8% | -30.1% | +10.0% |
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 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