+74.2%
XLI vs DXCM
-13.1%
+87.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.7% |
| 7D | -0.5% | -4.4% | +3.9% | -0.2% |
| 30D | -0.2% | -3.6% | +3.4% | 0.0% |
| 3M | -8.6% | -4.3% | -4.2% | -8.3% |
| 6M | -2.0% | +33.8% | -35.7% | -4.7% |
| YTD | +9.7% | +22.1% | -12.4% | +7.4% |
| 1Y | +11.4% | +47.4% | -36.0% | +7.5% |
| 3Y | +74.2% | -12.3% | +86.5% | +67.1% |
| All | +74.2% | -13.1% | +87.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling