+101.4%
XLP vs DXCM
+279.8%
-178.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.8% |
| 30D | -0.9% | +6.3% | -7.2% | -1.3% |
| 3M | +3.8% | +21.1% | -17.3% | +2.4% |
| 6M | -1.7% | +20.6% | -22.3% | -3.2% |
| YTD | +10.3% | +32.4% | -22.2% | +7.9% |
| 1Y | +7.8% | +8.8% | -1.0% | +6.6% |
| 3Y | +27.2% | -13.7% | +40.9% | +25.2% |
| 5Y | +32.5% | -35.2% | +67.7% | +30.8% |
| All | +101.4% | +279.8% | -178.4% | +92.7% |
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 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