+292.6%
XLF vs DXCM
+2,546.4%
-2,253.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +1.9% | -3.7% | +5.6% | +2.6% |
| 30D | +6.5% | -5.0% | +11.5% | +7.4% |
| 3M | +1.2% | -8.8% | +10.0% | +2.7% |
| 6M | +14.6% | +31.9% | -17.3% | +8.0% |
| YTD | +7.7% | +20.4% | -12.7% | +2.9% |
| 1Y | +11.8% | +45.7% | -34.0% | +3.0% |
| 3Y | +80.1% | -15.0% | +95.1% | +73.4% |
| 5Y | +59.0% | -48.5% | +107.5% | +62.3% |
| 10Y | +224.2% | +411.2% | -187.1% | +86.1% |
| All | +292.6% | +2,546.4% | -2,253.8% | +4.7% |
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