+768.6%
XLI vs DXCM
+2,560.6%
-1,792.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.9% | -9.2% | +10.1% | +2.2% |
| 30D | +1.1% | -6.5% | +7.6% | +1.9% |
| 3M | -7.7% | -10.3% | +2.6% | -6.5% |
| 6M | -1.8% | +35.4% | -37.3% | -6.4% |
| YTD | +11.1% | +21.1% | -10.0% | +7.3% |
| 1Y | +12.1% | +38.2% | -26.1% | +6.3% |
| 3Y | +73.8% | -14.6% | +88.4% | +69.2% |
| 5Y | +73.8% | -49.6% | +123.3% | +77.1% |
| 10Y | +231.7% | +393.1% | -161.4% | +130.3% |
| All | +768.6% | +2,560.6% | -1,792.0% | +276.6% |
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