+758.1%
XLI vs DXCM
+2,584.4%
-1,826.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.1% |
| 30D | -0.2% | -3.6% | +3.4% | +0.1% |
| 3M | -8.6% | -4.3% | -4.2% | -8.2% |
| 6M | -2.0% | +33.8% | -35.7% | -6.4% |
| YTD | +9.7% | +22.1% | -12.4% | +5.9% |
| 1Y | +11.4% | +47.4% | -36.0% | +4.7% |
| 3Y | +74.2% | -12.3% | +86.5% | +68.9% |
| 5Y | +70.0% | -49.1% | +119.1% | +73.0% |
| 10Y | +235.2% | +423.1% | -187.9% | +130.8% |
| All | +758.1% | +2,584.4% | -1,826.4% | +271.5% |
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