+82.8%
XLI vs DXCM
-38.1%
+120.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | +1.0% | -6.2% | +7.2% | +1.7% |
| 30D | -5.8% | -0.3% | -5.6% | -5.8% |
| 3M | +0.7% | +10.3% | -9.6% | -0.8% |
| 6M | +3.2% | +24.1% | -20.9% | 0.0% |
| YTD | +13.0% | +27.4% | -14.3% | +9.1% |
| 1Y | +16.8% | +8.4% | +8.4% | +14.6% |
| 3Y | +72.4% | -19.0% | +91.4% | +68.2% |
| 5Y | +82.8% | -38.6% | +121.4% | +75.7% |
| All | +82.8% | -38.1% | +120.8% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling