+111.4%
XLK vs DXCM
-48.7%
+160.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.5% |
| 7D | +3.4% | +4.9% | -1.6% | +2.4% |
| 30D | -10.6% | -0.2% | -10.4% | -10.7% |
| 3M | -10.6% | -8.9% | -1.7% | -9.3% |
| 6M | -3.5% | +42.3% | -45.8% | -11.1% |
| YTD | +18.7% | +25.6% | -6.9% | +11.9% |
| 1Y | +19.4% | +39.5% | -20.1% | +10.1% |
| 3Y | +94.5% | -15.3% | +109.7% | +84.4% |
| All | +111.4% | -48.7% | +160.1% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling