+788.1%
XLI vs DXCM
+2,810.6%
-2,022.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | -1.1% | -3.2% | +2.2% | -0.6% |
| 30D | -5.9% | +6.3% | -12.3% | -6.8% |
| 3M | -0.3% | +21.1% | -21.4% | -3.1% |
| 6M | +0.1% | +20.6% | -20.4% | -2.9% |
| YTD | +13.6% | +32.4% | -18.9% | +8.6% |
| 1Y | +17.2% | +8.8% | +8.3% | +14.6% |
| 3Y | +68.2% | -13.7% | +81.9% | +63.2% |
| 5Y | +80.7% | -35.2% | +115.9% | +78.1% |
| 10Y | +253.3% | +281.8% | -28.5% | +154.2% |
| All | +788.1% | +2,810.6% | -2,022.5% | +281.1% |
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 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