+231.7%
XLI vs DXCM
+412.4%
-180.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.9% | -9.2% | +10.1% | +2.0% |
| 30D | +1.1% | -6.5% | +7.6% | +1.8% |
| 3M | -7.7% | -10.3% | +2.6% | -6.7% |
| 6M | -1.8% | +35.4% | -37.2% | -5.9% |
| YTD | +11.1% | +21.1% | -10.0% | +7.8% |
| 1Y | +12.1% | +38.2% | -26.1% | +7.0% |
| 3Y | +73.8% | -14.6% | +88.4% | +69.3% |
| 5Y | +73.8% | -49.6% | +123.3% | +75.6% |
| 10Y | +231.7% | +393.1% | -161.4% | +172.4% |
| All | +231.7% | +412.4% | -180.7% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling