+124.6%
XLP vs DXCM
+410.2%
-285.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.9% |
| 7D | +0.7% | -3.5% | +4.2% | +1.0% |
| 30D | +10.3% | -5.8% | +16.1% | +10.7% |
| 3M | +6.5% | -4.3% | +10.9% | +6.8% |
| 6M | +8.4% | +31.6% | -23.2% | +6.2% |
| YTD | +18.2% | +19.6% | -1.5% | +16.4% |
| 1Y | +22.4% | +36.9% | -14.4% | +19.4% |
| 3Y | +41.9% | -16.3% | +58.2% | +40.0% |
| 5Y | +40.9% | -50.0% | +90.9% | +41.4% |
| All | +124.6% | +410.2% | -285.6% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling