+289.9%
XLF vs DXCM
+2,810.6%
-2,520.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.6% |
| 30D | +0.2% | +6.3% | -6.2% | -1.0% |
| 3M | +11.7% | +21.1% | -9.4% | +7.4% |
| 6M | +13.8% | +20.6% | -6.8% | +9.1% |
| YTD | +7.0% | +32.4% | -25.4% | +0.7% |
| 1Y | +9.1% | +8.8% | +0.3% | +5.8% |
| 3Y | +75.6% | -13.7% | +89.4% | +68.1% |
| 5Y | +66.4% | -35.2% | +101.6% | +62.6% |
| 10Y | +250.3% | +281.8% | -31.5% | +114.1% |
| All | +289.9% | +2,810.6% | -2,520.7% | +2.4% |
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