+117.5%
XLK vs DXCM
-19.0%
+136.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -0.4% | -5.8% | +5.4% | +0.2% |
| 30D | -0.5% | -5.6% | +5.1% | +0.1% |
| 3M | +5.0% | +13.0% | -8.0% | +3.3% |
| 6M | +32.9% | +24.7% | +8.2% | +29.0% |
| YTD | +29.0% | +27.3% | +1.6% | +24.8% |
| 1Y | +37.8% | +11.2% | +26.6% | +35.2% |
| All | +117.5% | -19.0% | +136.6% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling