+2,468.8%
XLK vs DXCM
+2,810.6%
-341.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +0.9% | -3.2% | +4.1% | +1.4% |
| 30D | +0.7% | +6.3% | -5.6% | -0.3% |
| 3M | -2.9% | +21.1% | -24.0% | -6.2% |
| 6M | +34.3% | +20.6% | +13.7% | +29.4% |
| YTD | +30.4% | +32.4% | -2.0% | +23.7% |
| 1Y | +43.4% | +8.8% | +34.5% | +39.6% |
| 3Y | +116.8% | -13.7% | +130.6% | +109.9% |
| 5Y | +144.0% | -35.2% | +179.2% | +142.1% |
| 10Y | +778.8% | +281.8% | +497.0% | +546.7% |
| All | +2,468.8% | +2,810.6% | -341.8% | +1,071.8% |
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