+253.9%
XLI vs DXCM
+260.4%
-6.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.3% |
| 7D | -1.7% | -5.5% | +3.9% | -1.0% |
| 30D | -7.3% | -8.6% | +1.3% | -6.3% |
| 3M | -1.3% | +10.3% | -11.7% | -2.8% |
| 6M | +2.2% | +25.2% | -23.0% | -0.9% |
| YTD | +11.7% | +25.1% | -13.4% | +8.2% |
| 1Y | +14.3% | +9.2% | +5.0% | +12.0% |
| 3Y | +70.3% | -22.6% | +93.0% | +68.0% |
| 5Y | +82.3% | -39.5% | +121.9% | +80.5% |
| All | +253.9% | +260.4% | -6.5% | +199.2% |
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