+43.4%
XLK vs DXCM
+11.0%
+32.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.8% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | +0.7% | +6.3% | -5.6% | +0.5% |
| 3M | -2.9% | +21.1% | -24.0% | -3.7% |
| 6M | +34.3% | +20.6% | +13.7% | +33.4% |
| YTD | +30.4% | +32.4% | -2.0% | +28.8% |
| 1Y | +43.4% | +8.8% | +34.5% | +40.5% |
| All | +43.4% | +11.0% | +32.4% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling