+64.4%
XLF vs DXCM
-38.0%
+102.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.0% | -6.5% | +5.4% | -0.2% |
| 30D | -1.3% | -4.3% | +3.0% | -0.8% |
| 3M | +9.1% | +7.3% | +1.9% | +7.9% |
| 6M | +14.4% | +22.0% | -7.7% | +11.0% |
| YTD | +5.1% | +26.4% | -21.3% | +1.5% |
| 1Y | +8.6% | +7.0% | +1.6% | +6.7% |
| 3Y | +74.4% | -19.6% | +94.1% | +70.2% |
| 5Y | +64.4% | -39.3% | +103.6% | +56.3% |
| All | +64.4% | -38.0% | +102.4% | +56.3% |
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 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